-11.8%
PCOR vs XLRE
+27.3%
-39.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | +0.8% | +2.2% | +2.2% |
| 30D | +38.7% | +6.9% | +31.7% | +30.4% |
| 3M | +24.9% | -0.8% | +25.7% | +26.2% |
| 6M | +68.8% | +2.1% | +66.7% | +65.1% |
| YTD | +6.7% | +12.6% | -5.9% | -6.3% |
| 1Y | +3.0% | +12.5% | -9.5% | -9.5% |
| 3Y | +48.6% | +44.2% | +4.4% | -1.4% |
| 5Y | -12.7% | +9.1% | -21.8% | -20.4% |
| All | -11.8% | +27.3% | -39.1% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling