+361.4%
PSX vs XLRE
+109.5%
+251.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.4% |
| 7D | +1.8% | -0.7% | +2.6% | +2.3% |
| 30D | +21.6% | -2.2% | +23.9% | +23.3% |
| 3M | +46.5% | -2.6% | +49.1% | +48.6% |
| 6M | +62.0% | +2.6% | +59.4% | +57.8% |
| YTD | +106.3% | +9.3% | +97.1% | +92.4% |
| 1Y | +103.0% | +7.2% | +95.7% | +91.4% |
| 3Y | +135.5% | +31.3% | +104.2% | +91.2% |
| 5Y | +368.5% | +8.1% | +360.4% | +325.5% |
| 10Y | +386.6% | +88.9% | +297.6% | +202.0% |
| All | +361.4% | +109.5% | +251.9% | +169.6% |
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