+69.6%
PBR vs XME
+46.4%
+23.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +8.6% | -0.1% | +8.7% | +8.6% |
| 30D | +12.8% | +6.0% | +6.8% | +12.4% |
| 3M | +14.7% | -7.7% | +22.4% | +15.7% |
| 6M | +25.2% | +1.0% | +24.2% | +25.1% |
| YTD | +77.1% | +14.6% | +62.5% | +76.7% |
| 1Y | +69.6% | +46.0% | +23.6% | +73.0% |
| All | +69.6% | +46.4% | +23.2% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling