+163.9%
PCAR vs XLRE
+6.4%
+157.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | -6.9% | -2.2% | -4.7% | -5.8% |
| 3M | +2.1% | -2.6% | +4.7% | +3.4% |
| 6M | +1.6% | +2.6% | -1.0% | 0.0% |
| YTD | +12.2% | +9.3% | +3.0% | +6.9% |
| 1Y | +28.0% | +7.2% | +20.8% | +23.2% |
| 3Y | +61.0% | +31.3% | +29.7% | +38.2% |
| 5Y | +163.9% | +8.1% | +155.8% | +147.5% |
| All | +163.9% | +6.4% | +157.5% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling