-14.6%
PCG vs XLRE
+31.2%
-45.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.1% | -3.4% |
| 7D | +6.5% | -0.7% | +7.2% | +7.1% |
| 30D | -16.7% | -2.2% | -14.5% | -15.1% |
| 3M | -14.2% | -2.6% | -11.5% | -12.3% |
| 6M | -21.5% | +2.6% | -24.0% | -22.6% |
| YTD | -11.2% | +9.3% | -20.4% | -16.2% |
| 1Y | -4.2% | +7.2% | -11.4% | -8.4% |
| All | -14.6% | +31.2% | -45.7% | -27.4% |
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