+331.9%
PCAR vs XLRE
+115.9%
+216.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -1.2% | +6.0% | -7.2% | -4.2% |
| 3M | -18.6% | +0.5% | -19.1% | -18.8% |
| 6M | -5.1% | +1.2% | -6.3% | -5.8% |
| YTD | -1.8% | +12.6% | -14.4% | -7.9% |
| 1Y | +10.6% | +11.0% | -0.4% | +4.5% |
| 3Y | +34.9% | +43.0% | -8.0% | +10.6% |
| 5Y | +114.0% | +9.1% | +104.9% | +99.9% |
| 10Y | +288.4% | +111.7% | +176.6% | +157.5% |
| All | +331.9% | +115.9% | +216.0% | +186.7% |
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