-1.4%
PG vs IRE
-85.1%
+83.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -0.8% | -4.5% | +3.7% | -0.9% |
| 30D | +0.8% | -7.8% | +8.7% | +0.9% |
| 3M | -1.3% | -60.0% | +58.7% | -1.5% |
| 6M | -3.8% | -48.3% | +44.5% | -2.7% |
| YTD | +3.6% | -54.5% | +58.1% | +5.9% |
| All | -1.4% | -85.1% | +83.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling