+545.0%
PEP vs IYR
+714.7%
-169.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.1% |
| 7D | +1.0% | +2.3% | -1.2% | +0.3% |
| 30D | +12.6% | +7.4% | +5.3% | +10.1% |
| 3M | +3.1% | -0.7% | +3.9% | +3.4% |
| 6M | -6.3% | +1.6% | -7.9% | -6.7% |
| YTD | +1.9% | +11.6% | -9.7% | -1.6% |
| 1Y | +3.3% | +10.5% | -7.2% | 0.0% |
| 3Y | -4.8% | +43.4% | -48.2% | -15.4% |
| 5Y | +2.0% | +6.8% | -4.8% | -1.4% |
| 10Y | +80.3% | +86.0% | -5.7% | +48.0% |
| All | +545.0% | +714.7% | -169.7% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling