+35.2%
PFE vs IYR
+65.1%
-29.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -4.3% | -0.9% | -3.4% | -3.9% |
| 30D | +2.7% | -2.4% | +5.1% | +3.8% |
| 3M | +10.0% | -2.0% | +12.0% | +10.9% |
| 6M | +7.2% | +2.5% | +4.7% | +5.8% |
| YTD | +17.3% | +8.3% | +9.0% | +12.9% |
| 1Y | +20.3% | +6.5% | +13.9% | +16.8% |
| 3Y | -1.6% | +29.3% | -31.0% | -12.8% |
| 5Y | -21.4% | +5.7% | -27.0% | -24.8% |
| 10Y | +35.2% | +69.2% | -34.0% | +5.0% |
| All | +35.2% | +65.1% | -29.8% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling