+266.9%
PM vs XLRE
+112.0%
+154.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.6% |
| 7D | -4.9% | -1.2% | -3.6% | -4.2% |
| 30D | -3.4% | -2.8% | -0.6% | -1.9% |
| 3M | +5.2% | -0.2% | +5.4% | +5.3% |
| 6M | +3.7% | +1.9% | +1.8% | +2.7% |
| YTD | +15.8% | +10.6% | +5.2% | +9.6% |
| 1Y | +17.4% | +8.8% | +8.5% | +12.0% |
| 3Y | +116.9% | +31.5% | +85.4% | +84.5% |
| 5Y | +117.3% | +6.6% | +110.8% | +104.8% |
| 10Y | +193.8% | +84.0% | +109.7% | +95.3% |
| All | +266.9% | +112.0% | +154.9% | +133.9% |
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