+404.8%
PCAR vs XLRE
+112.0%
+292.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -0.5% | -1.2% | +0.7% | +0.2% |
| 30D | -6.2% | -2.8% | -3.4% | -4.8% |
| 3M | +5.9% | -0.2% | +6.1% | +5.8% |
| 6M | +0.4% | +1.9% | -1.5% | -0.8% |
| YTD | +14.8% | +10.6% | +4.3% | +8.6% |
| 1Y | +30.1% | +8.8% | +21.3% | +24.2% |
| 3Y | +66.7% | +31.5% | +35.1% | +42.7% |
| 5Y | +166.1% | +6.6% | +159.6% | +151.6% |
| 10Y | +353.7% | +84.0% | +269.6% | +218.4% |
| All | +404.8% | +112.0% | +292.8% | +238.3% |
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