+86.2%
PR vs XLRE
+82.9%
+3.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | -0.8% | -0.7% | -0.1% | -0.4% |
| 30D | +11.3% | -2.2% | +13.5% | +12.6% |
| 3M | +24.1% | -2.6% | +26.7% | +25.7% |
| 6M | +25.4% | +2.6% | +22.8% | +22.5% |
| YTD | +71.2% | +9.3% | +62.0% | +61.1% |
| 1Y | +78.6% | +7.2% | +71.4% | +69.8% |
| 3Y | +85.2% | +31.3% | +53.9% | +55.1% |
| 5Y | +419.0% | +8.1% | +410.9% | +387.0% |
| 10Y | +86.2% | +88.9% | -2.7% | +78.3% |
| All | +86.2% | +82.9% | +3.3% | +78.3% |
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