-19.4%
PCG vs XLRE
+11.5%
-30.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +2.2% | +0.8% | +1.3% | +1.4% |
| 30D | +0.8% | +6.9% | -6.2% | -5.6% |
| 3M | -23.8% | -0.8% | -23.0% | -22.8% |
| 6M | -19.6% | +2.1% | -21.7% | -20.6% |
| YTD | -16.7% | +12.6% | -29.3% | -25.3% |
| 1Y | -19.4% | +12.5% | -31.9% | -27.9% |
| All | -19.4% | +11.5% | -30.9% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling