+31.3%
XLRE vs PSLV
+165.9%
-134.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.2% | -3.5% | +2.3% | -1.0% |
| 30D | -2.4% | -2.1% | -0.3% | -2.3% |
| 3M | -2.5% | -1.6% | -0.8% | -2.5% |
| 6M | +4.0% | -25.5% | +29.5% | +5.7% |
| YTD | +9.3% | -11.4% | +20.7% | +7.2% |
| 1Y | +5.6% | +48.6% | -43.0% | -3.7% |
| 3Y | +31.3% | +166.9% | -135.6% | +4.1% |
| All | +31.3% | +165.9% | -134.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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