-22.2%
PFE vs IYR
+5.6%
-27.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | +3.8% | -2.5% | +6.4% | +5.0% |
| 3M | +10.4% | +1.5% | +8.9% | +9.6% |
| 6M | +6.3% | +3.9% | +2.4% | +4.4% |
| YTD | +17.4% | +9.5% | +7.8% | +12.6% |
| 1Y | +21.1% | +7.5% | +13.7% | +17.2% |
| 3Y | -1.6% | +30.8% | -32.4% | -11.7% |
| 5Y | -22.2% | +4.8% | -26.9% | -27.2% |
| All | -22.2% | +5.6% | -27.8% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling