+17.8%
PFE vs IYR
+40.6%
-22.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.4% |
| 7D | -4.7% | +2.3% | -7.0% | -5.8% |
| 30D | +3.4% | +7.4% | -4.0% | -0.4% |
| 3M | +9.2% | -0.7% | +9.9% | +9.6% |
| 6M | +15.8% | +1.6% | +14.2% | +14.7% |
| YTD | +23.4% | +11.6% | +11.9% | +16.0% |
| 1Y | +25.8% | +10.5% | +15.3% | +18.9% |
| 3Y | +17.8% | +43.4% | -25.5% | +9.8% |
| All | +17.8% | +40.6% | -22.8% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling