+8.1%
PCG vs XLRE
+8.8%
-0.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.7% | +6.0% | -8.7% | -6.6% |
| 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% | -24.4% |
| 1Y | -21.8% | +11.0% | -32.8% | -26.9% |
| 3Y | -21.0% | +43.0% | -64.0% | -37.0% |
| 5Y | +8.1% | +9.1% | -1.0% | +3.0% |
| All | +8.1% | +8.8% | -0.7% | +3.0% |
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