+221.7%
PR vs XLRE
+7.8%
+213.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | -16.4% | +1.9% | -18.3% | -17.6% |
| 30D | -1.9% | +8.5% | -10.3% | -7.1% |
| 3M | +8.0% | -1.0% | +8.9% | +8.2% |
| 6M | +4.1% | 0.0% | +4.1% | +3.3% |
| YTD | +58.7% | +11.7% | +47.0% | +44.8% |
| 1Y | +75.8% | +11.8% | +64.0% | +60.3% |
| 3Y | +73.2% | +40.8% | +32.3% | +31.0% |
| All | +221.7% | +7.8% | +213.9% | +202.9% |
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