-75.9%
PCG vs XLRE
+87.4%
-163.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | +0.5% | -2.7% | +3.2% | +2.8% |
| 30D | -18.9% | -2.3% | -16.6% | -17.1% |
| 3M | -15.8% | -3.5% | -12.4% | -13.1% |
| 6M | -22.6% | +1.9% | -24.4% | -23.6% |
| YTD | -12.2% | +8.3% | -20.5% | -17.6% |
| 1Y | -7.1% | +6.4% | -13.5% | -11.5% |
| 3Y | -15.8% | +30.2% | -46.1% | -33.3% |
| 5Y | +53.3% | +8.6% | +44.7% | +39.7% |
| All | -75.9% | +87.4% | -163.3% | -85.9% |
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