+69.8%
PPL vs XLRE
+112.0%
-42.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +2.7% | -1.2% | +3.9% | +3.6% |
| 30D | +0.5% | -2.8% | +3.3% | +2.5% |
| 3M | +0.7% | -0.2% | +0.9% | +0.7% |
| 6M | -7.6% | +1.9% | -9.5% | -9.1% |
| YTD | +1.8% | +10.6% | -8.7% | -5.5% |
| 1Y | -0.8% | +8.8% | -9.6% | -7.0% |
| 3Y | +56.9% | +31.5% | +25.3% | +26.3% |
| 5Y | +39.5% | +6.6% | +33.0% | +29.4% |
| 10Y | +55.4% | +84.0% | -28.6% | -6.6% |
| All | +69.8% | +112.0% | -42.2% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling