+211.8%
PM vs IYR
+65.1%
+146.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.2% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | -0.2% | -2.4% | +2.2% | +1.2% |
| 3M | +4.9% | -2.0% | +6.9% | +6.2% |
| 6M | +9.0% | +2.5% | +6.6% | +7.5% |
| YTD | +17.8% | +8.3% | +9.5% | +12.6% |
| 1Y | +16.8% | +6.5% | +10.4% | +12.7% |
| 3Y | +125.4% | +29.3% | +96.1% | +92.0% |
| 5Y | +128.7% | +5.7% | +123.0% | +116.2% |
| 10Y | +211.8% | +69.2% | +142.6% | +113.1% |
| All | +211.8% | +65.1% | +146.7% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling