+82.5%
PFE vs IYR
+713.1%
-630.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.7% | +2.1% | -2.8% | -1.5% |
| 30D | +5.3% | +7.2% | -1.8% | +2.6% |
| 3M | +10.1% | +0.4% | +9.7% | +9.9% |
| 6M | +18.0% | +1.4% | +16.6% | +17.3% |
| YTD | +25.8% | +11.3% | +14.5% | +20.5% |
| 1Y | +28.4% | +10.5% | +18.0% | +23.5% |
| 3Y | +20.9% | +41.7% | -20.8% | +5.3% |
| 5Y | -21.5% | +7.1% | -28.6% | -24.9% |
| 10Y | +46.2% | +89.1% | -42.9% | +10.9% |
| All | +82.5% | +713.1% | -630.6% | -39.3% |
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