+67.9%
PPL vs XLRE
+112.9%
-45.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.4% | +0.8% | -1.2% | -1.0% |
| 30D | +2.6% | +6.9% | -4.3% | -2.4% |
| 3M | +0.8% | -0.8% | +1.6% | +1.2% |
| 6M | +1.4% | +2.1% | -0.7% | -0.4% |
| YTD | +4.3% | +12.6% | -8.3% | -4.8% |
| 1Y | +0.8% | +12.5% | -11.8% | -8.0% |
| 3Y | +57.9% | +44.2% | +13.7% | +18.0% |
| 5Y | +48.3% | +9.1% | +39.2% | +34.9% |
| All | +67.9% | +112.9% | -45.1% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling