+1,227.3%
PBR vs XLRE
+107.7%
+1,119.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.8% |
| 7D | +4.2% | -2.7% | +7.0% | +6.4% |
| 30D | +22.7% | -2.3% | +25.1% | +24.8% |
| 3M | +21.5% | -3.5% | +25.0% | +24.2% |
| 6M | +24.0% | +1.9% | +22.1% | +20.9% |
| YTD | +88.2% | +8.3% | +79.9% | +74.3% |
| 1Y | +74.8% | +6.4% | +68.4% | +64.0% |
| 3Y | +105.1% | +30.2% | +74.9% | +57.7% |
| 5Y | +572.2% | +8.6% | +563.6% | +485.0% |
| 10Y | +692.7% | +87.4% | +605.4% | +310.6% |
| All | +1,227.3% | +107.7% | +1,119.5% | +481.4% |
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