-20.0%
PCG vs XLRE
+44.1%
-64.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -2.7% | +6.0% | -8.7% | -7.1% |
| 3M | -25.1% | +0.5% | -25.6% | -25.3% |
| 6M | -22.3% | +1.2% | -23.5% | -22.9% |
| YTD | -18.5% | +12.6% | -31.1% | -25.1% |
| 1Y | -21.8% | +11.0% | -32.8% | -27.5% |
| All | -20.0% | +44.1% | -64.1% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling