+78.6%
PR vs XLRE
+7.6%
+71.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.9% |
| 30D | +11.3% | -2.2% | +13.5% | +11.2% |
| 3M | +24.1% | -2.6% | +26.7% | +23.7% |
| 6M | +25.4% | +2.6% | +22.8% | +25.0% |
| YTD | +71.2% | +9.3% | +62.0% | +63.7% |
| 1Y | +78.6% | +7.2% | +71.4% | +70.5% |
| All | +78.6% | +7.6% | +71.0% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling