+287.1%
PCAR vs XLRE
+112.9%
+174.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | +0.8% | +4.1% | +4.5% |
| 30D | -1.4% | +6.9% | -8.4% | -5.0% |
| 3M | -18.1% | -0.8% | -17.3% | -17.8% |
| 6M | -4.0% | +2.1% | -6.1% | -5.2% |
| YTD | -1.5% | +12.6% | -14.1% | -7.9% |
| 1Y | +13.2% | +12.5% | +0.7% | +5.9% |
| 3Y | +35.8% | +44.2% | -8.4% | +10.0% |
| 5Y | +114.6% | +9.1% | +105.5% | +100.1% |
| All | +287.1% | +112.9% | +174.2% | +155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling