+18.7%
PH vs IRE
-98.0%
+116.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -33.9% | +32.0% | -1.2% |
| 7D | -3.9% | -57.1% | +53.2% | -2.4% |
| 30D | -9.4% | -84.4% | +75.0% | -6.5% |
| 3M | -10.3% | -85.0% | +74.6% | -7.6% |
| 6M | +2.7% | -95.2% | +97.9% | +6.2% |
| YTD | +2.1% | -93.9% | +96.1% | +4.1% |
| 1Y | +16.2% | -98.8% | +115.1% | +16.7% |
| All | +18.7% | -98.0% | +116.7% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling