-70.8%
PCG vs XLRE
+112.0%
-182.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +3.0% |
| 7D | -13.9% | -1.2% | -12.6% | -12.8% |
| 30D | -16.9% | -2.8% | -14.1% | -14.7% |
| 3M | -14.7% | -0.2% | -14.5% | -14.4% |
| 6M | -23.8% | +1.9% | -25.8% | -24.9% |
| YTD | -10.5% | +10.6% | -21.1% | -17.2% |
| 1Y | -5.1% | +8.8% | -13.9% | -11.1% |
| 3Y | -11.6% | +31.5% | -43.1% | -29.8% |
| 5Y | +59.0% | +6.6% | +52.5% | +48.1% |
| 10Y | -75.7% | +84.0% | -159.8% | -85.2% |
| All | -70.8% | +112.0% | -182.8% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling