+28.4%
PH vs IRE
-97.7%
+126.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.8% | +16.7% | +1.3% |
| 7D | +2.1% | -41.9% | +44.0% | +3.0% |
| 30D | +0.3% | -75.1% | +75.3% | +2.4% |
| 3M | -8.8% | -82.4% | +73.6% | -6.6% |
| 6M | +10.0% | -95.5% | +105.6% | +13.8% |
| YTD | +10.5% | -93.1% | +103.5% | +12.0% |
| 1Y | +15.5% | -97.8% | +113.3% | +16.0% |
| All | +28.4% | -97.7% | +126.2% | +29.3% |
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