-40.7%
PCOR vs XLRE
+8.1%
-48.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -6.9% | -0.3% | -6.6% | -6.6% |
| 30D | -1.5% | -2.4% | +0.9% | +0.9% |
| 3M | +18.5% | +0.6% | +17.9% | +17.7% |
| 6M | -4.7% | +3.9% | -8.6% | -9.3% |
| YTD | -22.8% | +10.5% | -33.3% | -31.2% |
| 1Y | -20.7% | +8.4% | -29.1% | -28.0% |
| 3Y | -14.6% | +32.8% | -47.4% | -38.9% |
| 5Y | -40.7% | +7.0% | -47.8% | -45.8% |
| All | -40.7% | +8.1% | -48.8% | -45.8% |
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 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