+32.8%
PFE vs XLRE
+89.0%
-56.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -2.6% | -1.2% | -1.4% | -2.0% |
| 30D | +5.4% | -2.4% | +7.8% | +6.5% |
| 3M | +7.8% | -2.5% | +10.3% | +9.0% |
| 6M | +5.0% | +4.0% | +1.0% | +3.0% |
| YTD | +17.1% | +9.3% | +7.8% | +12.1% |
| 1Y | +19.3% | +5.6% | +13.7% | +16.2% |
| 3Y | -0.9% | +31.3% | -32.2% | -13.0% |
| 5Y | -20.8% | +9.5% | -30.3% | -25.6% |
| All | +32.8% | +89.0% | -56.2% | -2.1% |
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