+942.3%
PG vs IYR
+689.7%
+252.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | +0.8% | -2.7% | +3.5% | +1.7% |
| 3M | -1.3% | -2.1% | +0.8% | -0.7% |
| 6M | -3.8% | +3.6% | -7.4% | -4.8% |
| YTD | +3.6% | +8.1% | -4.5% | +1.2% |
| 1Y | -5.7% | +4.7% | -10.4% | -7.1% |
| 3Y | +1.6% | +29.1% | -27.5% | -6.6% |
| 5Y | +14.6% | +6.9% | +7.7% | +10.8% |
| 10Y | +121.2% | +69.0% | +52.2% | +85.3% |
| All | +942.3% | +689.7% | +252.6% | +491.2% |
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