+53.4%
PPL vs XLRE
+87.4%
-34.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -2.6% | -2.7% | +0.1% | -0.6% |
| 30D | -3.0% | -2.3% | -0.7% | -1.4% |
| 3M | -3.9% | -3.5% | -0.4% | -1.4% |
| 6M | -8.9% | +1.9% | -10.7% | -10.3% |
| YTD | -0.8% | +8.3% | -9.1% | -6.7% |
| 1Y | -2.1% | +6.4% | -8.5% | -6.8% |
| 3Y | +51.4% | +30.2% | +21.2% | +22.2% |
| 5Y | +36.3% | +8.6% | +27.6% | +24.1% |
| All | +53.4% | +87.4% | -34.1% | -9.6% |
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