+821.1%
PM vs IYR
+229.2%
+591.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.0% |
| 7D | -7.3% | +2.3% | -9.5% | -8.0% |
| 30D | -4.0% | +7.4% | -11.4% | -6.5% |
| 3M | +2.7% | -0.7% | +3.5% | +3.0% |
| 6M | +14.9% | +1.6% | +13.2% | +14.2% |
| YTD | +23.5% | +11.6% | +12.0% | +18.7% |
| 1Y | +30.4% | +10.5% | +19.9% | +25.7% |
| 3Y | +143.2% | +43.4% | +99.8% | +112.3% |
| 5Y | +159.5% | +6.8% | +152.7% | +149.3% |
| 10Y | +234.7% | +86.0% | +148.7% | +166.5% |
| All | +821.1% | +229.2% | +591.9% | +528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling