+65.0%
PPL vs XLRE
+113.6%
-48.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -1.2% | +0.2% | -0.1% |
| 30D | +3.0% | +6.4% | -3.3% | -1.6% |
| 3M | +1.1% | +2.0% | -0.9% | -0.5% |
| 6M | -0.8% | +1.8% | -2.5% | -2.3% |
| YTD | +3.5% | +13.2% | -9.7% | -5.9% |
| 1Y | -0.9% | +10.7% | -11.6% | -8.4% |
| 3Y | +54.2% | +43.7% | +10.5% | +15.7% |
| 5Y | +46.3% | +9.7% | +36.6% | +32.6% |
| 10Y | +65.0% | +112.8% | -47.8% | -9.5% |
| All | +65.0% | +113.6% | -48.5% | -9.5% |
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