-4.3%
PEP vs IYR
+0.3%
-4.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +11.8% | +5.7% | +6.0% | +7.4% |
| 3M | +3.7% | -0.6% | +4.3% | +4.5% |
| 6M | -4.3% | +0.5% | -4.8% | -3.9% |
| All | -4.3% | +0.3% | -4.7% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling