+149.9%
PR vs XLRE
+100.3%
+49.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.8% |
| 7D | -12.4% | +2.3% | -14.7% | -13.6% |
| 30D | -6.6% | +7.3% | -13.8% | -10.3% |
| 3M | +7.5% | +0.1% | +7.4% | +7.0% |
| 6M | +10.8% | +2.3% | +8.5% | +8.7% |
| YTD | +57.0% | +13.3% | +43.7% | +44.6% |
| 1Y | +67.9% | +12.0% | +56.0% | +55.7% |
| 3Y | +87.6% | +45.5% | +42.1% | +48.8% |
| 5Y | +220.4% | +9.3% | +211.0% | +197.7% |
| 10Y | +64.8% | +110.1% | -45.3% | +57.5% |
| All | +149.9% | +100.3% | +49.6% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling