-13.3%
PCOR vs XLRE
+27.9%
-41.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.1% |
| 7D | +20.7% | +2.1% | +18.6% | +18.8% |
| 30D | +35.7% | +7.1% | +28.5% | +27.3% |
| 3M | +31.1% | +1.3% | +29.8% | +29.8% |
| 6M | +43.1% | +2.1% | +41.0% | +40.0% |
| YTD | +4.8% | +13.1% | -8.3% | -8.4% |
| 1Y | -3.7% | +11.9% | -15.6% | -14.8% |
| 3Y | +46.5% | +43.7% | +2.9% | -2.3% |
| 5Y | -17.3% | +9.7% | -27.0% | -25.0% |
| All | -13.3% | +27.9% | -41.2% | -20.8% |
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 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