-34.1%
PCOR vs XLRE
+25.0%
-59.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -3.5% |
| 7D | -9.0% | -1.2% | -7.7% | -7.8% |
| 30D | +4.2% | -2.8% | +7.0% | +7.1% |
| 3M | +14.4% | -0.2% | +14.6% | +14.5% |
| 6M | +0.2% | +1.9% | -1.8% | -2.7% |
| YTD | -20.3% | +10.6% | -30.8% | -28.9% |
| 1Y | -16.1% | +8.8% | -25.0% | -24.0% |
| 3Y | -14.7% | +31.5% | -46.2% | -37.8% |
| 5Y | -43.2% | +6.6% | -49.7% | -47.4% |
| All | -34.1% | +25.0% | -59.1% | -38.5% |
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