+54.6%
PPL vs XLRE
+87.4%
-32.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.4% |
| 7D | -1.8% | -2.7% | +1.0% | +0.2% |
| 30D | -2.2% | -2.3% | +0.1% | -0.5% |
| 3M | -3.1% | -3.5% | +0.4% | -0.6% |
| 6M | -8.1% | +1.9% | -10.0% | -9.6% |
| YTD | 0.0% | +8.3% | -8.3% | -6.0% |
| 1Y | -1.3% | +6.4% | -7.7% | -6.1% |
| 3Y | +52.7% | +30.2% | +22.4% | +23.2% |
| 5Y | +37.4% | +8.6% | +28.8% | +25.1% |
| All | +54.6% | +87.4% | -32.8% | -8.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling