+218.5%
PWR vs XLRE
+31.2%
+187.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.3% | +4.7% |
| 7D | +4.2% | -1.2% | +5.4% | +4.9% |
| 30D | -4.0% | -2.4% | -1.6% | -2.9% |
| 3M | -4.8% | -2.5% | -2.3% | -4.2% |
| 6M | +14.6% | +4.0% | +10.7% | +10.7% |
| YTD | +54.2% | +9.3% | +45.0% | +44.2% |
| 1Y | +67.1% | +5.6% | +61.5% | +59.5% |
| 3Y | +218.5% | +31.3% | +187.2% | +157.5% |
| All | +218.5% | +31.2% | +187.2% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling