-23.1%
PPG vs XLRE
+8.4%
-31.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.3% |
| 7D | -6.2% | -1.2% | -5.1% | -5.3% |
| 30D | -7.9% | -2.4% | -5.5% | -6.1% |
| 3M | -10.2% | -2.5% | -7.7% | -8.4% |
| 6M | +2.7% | +4.0% | -1.3% | -0.5% |
| YTD | +4.9% | +9.3% | -4.4% | -2.4% |
| 1Y | -3.2% | +5.6% | -8.8% | -7.4% |
| 3Y | -17.0% | +31.3% | -48.3% | -34.1% |
| All | -23.1% | +8.4% | -31.5% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling