+14.8%
PG vs IRE
-97.8%
+112.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.5% | +13.7% | -0.1% |
| 7D | +0.6% | +11.1% | -10.6% | +1.0% |
| 30D | +10.5% | -75.2% | +85.7% | +8.5% |
| 3M | +17.4% | -86.4% | +103.8% | +14.5% |
| 6M | +18.4% | -94.8% | +113.2% | +15.3% |
| YTD | +20.7% | -93.3% | +113.9% | +20.2% |
| 1Y | +16.8% | -97.5% | +114.3% | +15.4% |
| All | +14.8% | -97.8% | +112.6% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling