-21.0%
PFE vs XLRE
+7.1%
-28.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | -4.0% | -2.7% | -1.3% | -2.9% |
| 30D | +3.9% | -2.3% | +6.2% | +4.9% |
| 3M | +9.9% | -3.5% | +13.4% | +11.5% |
| 6M | +5.3% | +1.9% | +3.4% | +4.3% |
| YTD | +16.8% | +8.3% | +8.4% | +12.6% |
| 1Y | +20.4% | +6.4% | +14.0% | +17.1% |
| 3Y | -2.1% | +30.2% | -32.3% | -11.9% |
| 5Y | -21.0% | +8.6% | -29.6% | -26.0% |
| All | -21.0% | +7.1% | -28.1% | -26.0% |
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 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