+279.7%
PNC vs XLRE
+107.7%
+171.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.6% |
| 7D | -0.9% | -2.7% | +1.8% | +1.2% |
| 30D | -4.4% | -2.3% | -2.1% | -2.8% |
| 3M | +5.3% | -3.5% | +8.8% | +7.9% |
| 6M | +19.6% | +1.9% | +17.7% | +17.6% |
| YTD | +19.1% | +8.3% | +10.8% | +11.6% |
| 1Y | +24.3% | +6.4% | +17.9% | +17.9% |
| 3Y | +132.2% | +30.2% | +102.0% | +87.7% |
| 5Y | +52.3% | +8.6% | +43.7% | +39.4% |
| 10Y | +274.8% | +87.4% | +187.4% | +149.3% |
| All | +279.7% | +107.7% | +171.9% | +138.9% |
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