+75.8%
PNR vs XLRE
+109.5%
-33.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.0% |
| 7D | -6.0% | -1.2% | -4.9% | -5.1% |
| 30D | -14.0% | -2.4% | -11.6% | -12.3% |
| 3M | -21.7% | -2.5% | -19.2% | -20.2% |
| 6M | -37.3% | +4.0% | -41.2% | -39.3% |
| YTD | -45.1% | +9.3% | -54.4% | -48.9% |
| 1Y | -49.1% | +5.6% | -54.7% | -51.4% |
| 3Y | -14.8% | +31.3% | -46.1% | -31.6% |
| 5Y | -21.0% | +9.5% | -30.6% | -27.2% |
| 10Y | +64.7% | +89.0% | -24.2% | +5.0% |
| All | +75.8% | +109.5% | -33.8% | +8.1% |
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