+955.9%
PH vs XLRE
+109.5%
+846.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.6% |
| 30D | -10.3% | -2.2% | -8.1% | -8.7% |
| 3M | +5.1% | -2.6% | +7.7% | +6.8% |
| 6M | +2.3% | +2.6% | -0.3% | -0.4% |
| YTD | +8.7% | +9.3% | -0.6% | +0.6% |
| 1Y | +26.8% | +7.2% | +19.5% | +19.0% |
| 3Y | +139.2% | +31.3% | +107.9% | +88.1% |
| 5Y | +251.1% | +8.1% | +243.0% | +221.3% |
| 10Y | +812.6% | +88.9% | +723.6% | +473.7% |
| All | +955.9% | +109.5% | +846.4% | +555.6% |
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