-5.3%
PG vs IYR
+8.4%
-13.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +1.9% | -1.2% | +3.1% | +2.6% |
| 30D | -0.2% | -2.9% | +2.6% | +1.5% |
| 3M | +4.8% | +0.8% | +4.0% | +4.3% |
| 6M | -6.1% | +1.9% | -7.9% | -6.9% |
| YTD | +4.5% | +9.6% | -5.2% | -0.3% |
| 1Y | -5.3% | +8.1% | -13.4% | -9.0% |
| All | -5.3% | +8.4% | -13.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling