+165.1%
PG vs XLRE
+109.5%
+55.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -0.8% | -1.2% | +0.4% | -0.2% |
| 30D | +0.8% | -2.4% | +3.2% | +2.0% |
| 3M | -1.3% | -2.5% | +1.2% | -0.2% |
| 6M | -3.8% | +4.0% | -7.8% | -5.6% |
| YTD | +3.6% | +9.3% | -5.7% | -0.6% |
| 1Y | -5.7% | +5.6% | -11.3% | -8.2% |
| 3Y | +1.6% | +31.3% | -29.7% | -11.6% |
| 5Y | +14.6% | +9.5% | +5.1% | +7.4% |
| 10Y | +121.2% | +89.0% | +32.2% | +55.6% |
| All | +165.1% | +109.5% | +55.6% | +82.7% |
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