+3.9%
PEP vs IYR
+5.6%
-1.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +0.7% | -2.5% | +3.2% | +1.7% |
| 3M | -0.5% | +1.5% | -2.0% | -1.0% |
| 6M | -11.3% | +3.9% | -15.2% | -12.6% |
| YTD | -0.6% | +9.5% | -10.1% | -4.2% |
| 1Y | +1.7% | +7.5% | -5.8% | -1.3% |
| 3Y | -12.5% | +30.8% | -43.3% | -21.6% |
| 5Y | +3.9% | +4.8% | -0.9% | +3.3% |
| All | +3.9% | +5.6% | -1.7% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling