-0.4%
PL vs XLRE
+14.1%
-14.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.7% | -5.6% |
| 7D | -11.7% | +7.1% | -18.8% | -10.7% |
| 30D | -27.1% | +10.9% | -38.1% | -26.1% |
| 3M | -44.6% | +0.7% | -45.3% | -44.8% |
| 6M | -67.2% | +4.1% | -71.3% | -67.4% |
| YTD | -35.9% | +14.5% | -50.4% | -39.6% |
| 1Y | -0.4% | +14.1% | -14.5% | -6.4% |
| All | -0.4% | +14.1% | -14.5% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling