+79.4%
PR vs IRE
-98.0%
+177.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -33.9% | +29.1% | -5.0% |
| 7D | -16.5% | -57.1% | +40.6% | -17.0% |
| 30D | -4.5% | -84.4% | +79.9% | -6.0% |
| 3M | +8.5% | -85.0% | +93.5% | +7.0% |
| 6M | -3.3% | -95.2% | +91.9% | -4.9% |
| YTD | +55.7% | -93.9% | +149.6% | +54.8% |
| 1Y | +82.0% | -98.8% | +180.9% | +70.1% |
| All | +79.4% | -98.0% | +177.4% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling