+31.3%
XLRE vs PFGC
+58.8%
-27.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.2% | -4.8% | +3.6% | 0.0% |
| 30D | -2.4% | -12.5% | +10.1% | +0.6% |
| 3M | -2.5% | -9.7% | +7.2% | -0.4% |
| 6M | +4.0% | +7.0% | -3.0% | +1.7% |
| YTD | +9.3% | +4.5% | +4.8% | +6.9% |
| 1Y | +5.6% | -11.6% | +17.2% | +8.0% |
| 3Y | +31.3% | +58.5% | -27.2% | +9.0% |
| All | +31.3% | +58.8% | -27.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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