+206.9%
PWR vs IYR
+29.2%
+177.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.3% |
| 7D | +2.7% | -0.9% | +3.6% | +3.2% |
| 30D | -5.1% | -2.4% | -2.8% | -4.0% |
| 3M | -9.4% | -2.0% | -7.4% | -9.1% |
| 6M | +10.4% | +2.5% | +7.9% | +7.5% |
| YTD | +48.6% | +8.3% | +40.3% | +39.6% |
| 1Y | +68.0% | +6.5% | +61.6% | +59.3% |
| All | +206.9% | +29.2% | +177.7% | +150.8% |
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