-0.6%
PEP vs IYR
+6.4%
-7.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.7% |
| 7D | -1.7% | -0.9% | -0.8% | -1.2% |
| 30D | +0.3% | -2.4% | +2.7% | +1.7% |
| 3M | -3.2% | -2.0% | -1.2% | -1.9% |
| 6M | -13.6% | +2.5% | -16.1% | -13.9% |
| YTD | -1.9% | +8.3% | -10.2% | -4.7% |
| 1Y | -0.6% | +6.5% | -7.1% | -1.5% |
| All | -0.6% | +6.4% | -7.0% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling