+8.9%
XLRE vs PFG
+111.0%
-102.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -1.2% | -0.4% | -0.7% | -1.0% |
| 30D | -2.4% | +2.9% | -5.3% | -3.5% |
| 3M | -2.5% | +6.7% | -9.2% | -5.1% |
| 6M | +4.0% | +33.8% | -29.8% | -7.2% |
| YTD | +9.3% | +35.0% | -25.7% | -3.1% |
| 1Y | +5.6% | +46.4% | -40.8% | -9.6% |
| 3Y | +31.3% | +71.7% | -40.4% | +3.3% |
| All | +8.9% | +111.0% | -102.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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