-73.4%
PCG vs XLRE
+115.9%
-189.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | -25.1% | +0.5% | -25.6% | -25.3% |
| 6M | -22.3% | +1.2% | -23.5% | -23.0% |
| YTD | -18.5% | +12.6% | -31.1% | -25.8% |
| 1Y | -21.8% | +11.0% | -32.8% | -28.1% |
| 3Y | -21.0% | +43.0% | -64.0% | -41.3% |
| 5Y | +8.1% | +9.1% | -1.0% | -1.3% |
| 10Y | -76.6% | +111.7% | -188.4% | -86.7% |
| All | -73.4% | +115.9% | -189.3% | -84.5% |
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