+10.9%
PH vs IRE
-98.3%
+109.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +39.6% | -36.7% | +1.8% |
| 7D | +2.0% | -27.2% | +29.2% | +2.3% |
| 30D | -3.7% | -75.1% | +71.5% | -1.4% |
| 3M | -14.0% | -77.9% | +63.8% | -12.1% |
| 6M | +2.1% | -94.6% | +96.7% | +5.7% |
| YTD | +5.1% | -91.5% | +96.6% | +5.4% |
| 1Y | +10.9% | -97.8% | +108.8% | +11.5% |
| All | +10.9% | -98.3% | +109.3% | +11.5% |
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