+54.2%
PCG vs XLRE
+6.4%
+47.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.1% | -3.5% |
| 7D | +6.5% | -0.7% | +7.2% | +7.0% |
| 30D | -16.7% | -2.2% | -14.5% | -15.3% |
| 3M | -14.2% | -2.6% | -11.5% | -12.4% |
| 6M | -21.5% | +2.6% | -24.0% | -22.6% |
| YTD | -11.2% | +9.3% | -20.4% | -15.9% |
| 1Y | -4.2% | +7.2% | -11.4% | -8.2% |
| 3Y | -14.9% | +31.3% | -46.2% | -28.3% |
| 5Y | +54.2% | +8.1% | +46.1% | +49.8% |
| All | +54.2% | +6.4% | +47.8% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling