+87.0%
PR vs IRE
-97.6%
+184.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -23.2% | +16.7% | -6.7% |
| 7D | -12.1% | -46.8% | +34.7% | -12.6% |
| 30D | +0.9% | -75.5% | +76.4% | -0.4% |
| 3M | +10.1% | -79.4% | +89.5% | +8.7% |
| 6M | +1.1% | -91.3% | +92.4% | -0.3% |
| YTD | +63.7% | -90.8% | +154.5% | +63.3% |
| 1Y | +87.0% | -97.7% | +184.7% | +83.3% |
| All | +87.0% | -97.6% | +184.6% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling