+525.7%
PEP vs IYR
+700.6%
-174.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -1.4% | -1.2% | -0.1% | -1.0% |
| 30D | +0.2% | -2.9% | +3.1% | +1.2% |
| 3M | -1.1% | +0.8% | -2.0% | -1.3% |
| 6M | -13.5% | +1.9% | -15.3% | -14.0% |
| YTD | -1.2% | +9.6% | -10.8% | -4.0% |
| 1Y | -1.6% | +8.1% | -9.6% | -4.0% |
| 3Y | -12.5% | +29.2% | -41.7% | -19.8% |
| 5Y | +3.0% | +4.3% | -1.3% | +0.3% |
| 10Y | +73.9% | +64.7% | +9.2% | +47.3% |
| All | +525.7% | +700.6% | -174.9% | +251.0% |
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