+17.0%
PG vs IYR
+12.4%
+4.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +1.1% |
| 7D | +5.7% | +6.9% | -1.2% | +1.0% |
| 30D | +15.4% | +10.2% | +5.2% | +8.1% |
| 3M | +13.8% | -0.3% | +14.1% | +13.8% |
| 6M | +18.3% | +3.6% | +14.7% | +15.3% |
| YTD | +20.1% | +12.5% | +7.7% | +11.1% |
| 1Y | +17.0% | +12.4% | +4.5% | +8.4% |
| All | +17.0% | +12.4% | +4.6% | +8.4% |
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