+150.0%
PM vs XLRE
+44.1%
+105.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +0.5% | +0.8% | -0.3% | +0.1% |
| 30D | -3.2% | +6.9% | -10.2% | -6.2% |
| 3M | +6.2% | -0.8% | +7.1% | +6.7% |
| 6M | +7.7% | +2.1% | +5.6% | +6.7% |
| YTD | +27.3% | +12.6% | +14.7% | +20.9% |
| 1Y | +32.8% | +12.5% | +20.3% | +26.2% |
| 3Y | +150.0% | +44.2% | +105.8% | +123.8% |
| All | +150.0% | +44.1% | +105.9% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling