+260.9%
PM vs IYR
+88.9%
+172.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -7.1% | -1.2% | -5.9% | -6.4% |
| 30D | -2.8% | +6.1% | -8.9% | -6.0% |
| 3M | +6.3% | +0.9% | +5.4% | +5.7% |
| 6M | +9.6% | +1.2% | +8.5% | +8.9% |
| YTD | +25.6% | +11.1% | +14.5% | +18.3% |
| 1Y | +29.7% | +9.0% | +20.7% | +23.4% |
| 3Y | +147.6% | +41.4% | +106.1% | +100.5% |
| 5Y | +160.1% | +6.7% | +153.5% | +144.9% |
| 10Y | +260.9% | +87.7% | +173.2% | +137.5% |
| All | +260.9% | +88.9% | +172.0% | +137.5% |
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