+143.2%
PM vs IYR
+40.6%
+102.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.1% |
| 7D | -7.3% | +2.3% | -9.5% | -8.2% |
| 30D | -4.0% | +7.4% | -11.4% | -7.0% |
| 3M | +2.7% | -0.7% | +3.5% | +3.1% |
| 6M | +14.9% | +1.6% | +13.2% | +14.1% |
| YTD | +23.5% | +11.6% | +12.0% | +18.1% |
| 1Y | +30.4% | +10.5% | +19.9% | +25.1% |
| 3Y | +143.2% | +43.4% | +99.8% | +118.9% |
| All | +143.2% | +40.6% | +102.6% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling