-38.5%
PCOR vs XLRE
+23.5%
-62.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.6% |
| 7D | -9.0% | -0.7% | -8.3% | -8.3% |
| 30D | -7.0% | -2.2% | -4.7% | -4.8% |
| 3M | +18.3% | -2.6% | +21.0% | +21.5% |
| 6M | -7.8% | +2.6% | -10.4% | -11.0% |
| YTD | -25.6% | +9.3% | -34.8% | -32.8% |
| 1Y | -22.7% | +7.2% | -29.9% | -28.9% |
| 3Y | -17.7% | +31.3% | -49.0% | -40.0% |
| 5Y | -42.0% | +8.1% | -50.2% | -46.2% |
| All | -38.5% | +23.5% | -62.0% | -42.0% |
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