+836.5%
PM vs IYR
+227.9%
+608.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -7.1% | -1.2% | -5.9% | -6.7% |
| 30D | -2.8% | +6.1% | -8.9% | -4.9% |
| 3M | +6.3% | +0.9% | +5.4% | +5.9% |
| 6M | +9.6% | +1.2% | +8.5% | +9.2% |
| YTD | +25.6% | +11.1% | +14.5% | +20.8% |
| 1Y | +29.7% | +9.0% | +20.7% | +25.6% |
| 3Y | +147.6% | +41.4% | +106.1% | +117.2% |
| 5Y | +160.1% | +6.7% | +153.5% | +150.0% |
| 10Y | +260.9% | +87.7% | +173.2% | +186.6% |
| All | +836.5% | +227.9% | +608.6% | +539.9% |
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 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