+37.7%
PPL vs XLRE
+8.1%
+29.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.8% | -0.3% | +2.1% | +2.0% |
| 30D | -1.1% | -2.4% | +1.3% | +0.4% |
| 3M | 0.0% | +0.6% | -0.5% | -0.3% |
| 6M | -7.6% | +3.9% | -11.5% | -9.8% |
| YTD | +1.7% | +10.5% | -8.8% | -4.3% |
| 1Y | +1.5% | +8.4% | -6.9% | -3.5% |
| 3Y | +55.3% | +32.8% | +22.5% | +29.6% |
| 5Y | +37.7% | +7.0% | +30.7% | +27.2% |
| All | +37.7% | +8.1% | +29.6% | +27.2% |
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 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