+110.4%
XLRE vs PFG
+250.4%
-139.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -0.3% | +6.0% | -6.3% | -2.4% |
| 30D | -2.4% | +2.2% | -4.6% | -3.2% |
| 3M | +0.6% | +10.4% | -9.8% | -3.0% |
| 6M | +3.9% | +27.8% | -23.8% | -4.8% |
| YTD | +10.5% | +33.6% | -23.2% | -0.6% |
| 1Y | +8.4% | +49.3% | -40.9% | -6.4% |
| 3Y | +32.8% | +69.7% | -36.9% | +8.3% |
| 5Y | +7.0% | +111.3% | -104.3% | -20.0% |
| 10Y | +83.8% | +240.3% | -156.5% | +3.8% |
| All | +110.4% | +250.4% | -139.9% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling