+691.5%
PAAS vs XLRE
+112.0%
+579.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -2.9% | -1.2% | -1.7% | -2.2% |
| 30D | +6.8% | -2.8% | +9.6% | +8.4% |
| 3M | -2.9% | -0.2% | -2.7% | -3.1% |
| 6M | -16.4% | +1.9% | -18.4% | -17.5% |
| YTD | 0.0% | +10.6% | -10.5% | -5.6% |
| 1Y | +54.3% | +8.8% | +45.5% | +46.9% |
| 3Y | +230.7% | +31.5% | +199.1% | +184.8% |
| 5Y | +111.6% | +6.6% | +105.1% | +100.2% |
| 10Y | +211.7% | +84.0% | +127.7% | +130.9% |
| All | +691.5% | +112.0% | +579.6% | +514.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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