+75.3%
PEP vs IYR
+69.7%
+5.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -1.0% | -1.4% | +0.4% | -0.2% |
| 30D | -0.7% | -2.7% | +2.0% | +0.8% |
| 3M | -4.1% | -2.1% | -2.0% | -3.0% |
| 6M | -13.1% | +3.6% | -16.7% | -14.7% |
| YTD | -2.1% | +8.1% | -10.3% | -6.2% |
| 1Y | -1.7% | +4.7% | -6.4% | -4.2% |
| 3Y | -15.1% | +29.1% | -44.2% | -27.1% |
| 5Y | +3.1% | +6.9% | -3.8% | -2.7% |
| All | +75.3% | +69.7% | +5.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling