+85.0%
PR vs XLRE
+33.2%
+51.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +2.9% | -1.2% | +4.1% | +3.5% |
| 30D | +18.0% | -2.8% | +20.8% | +19.5% |
| 3M | +16.9% | -0.2% | +17.1% | +16.6% |
| 6M | +28.2% | +1.9% | +26.3% | +26.1% |
| YTD | +69.3% | +10.6% | +58.8% | +58.5% |
| 1Y | +69.5% | +8.8% | +60.7% | +60.0% |
| All | +85.0% | +33.2% | +51.8% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling