+422.7%
PR vs XLRE
+8.1%
+414.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.4% |
| 30D | +17.4% | -2.4% | +19.8% | +19.1% |
| 3M | +21.8% | +0.6% | +21.2% | +20.9% |
| 6M | +27.6% | +3.9% | +23.7% | +23.0% |
| YTD | +71.4% | +10.5% | +60.9% | +58.0% |
| 1Y | +78.3% | +8.4% | +69.9% | +66.4% |
| 3Y | +85.5% | +32.8% | +52.7% | +47.1% |
| 5Y | +422.7% | +7.0% | +415.6% | +436.0% |
| All | +422.7% | +8.1% | +414.6% | +436.0% |
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