+101.6%
PSX vs XLRE
+7.1%
+94.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +1.7% | -1.2% | +2.9% | +1.6% |
| 30D | +15.6% | -2.4% | +18.0% | +15.4% |
| 3M | +46.5% | -2.5% | +49.0% | +45.9% |
| 6M | +55.0% | +4.0% | +51.0% | +54.7% |
| YTD | +105.3% | +9.3% | +96.0% | +100.4% |
| 1Y | +101.6% | +5.6% | +96.0% | +93.6% |
| All | +101.6% | +7.1% | +94.4% | +93.6% |
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 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