+662.0%
PBR vs XME
+421.4%
+240.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | +5.4% | -4.2% | +9.6% | +8.1% |
| 30D | +22.9% | -2.7% | +25.6% | +24.3% |
| 3M | +19.6% | -3.9% | +23.6% | +20.7% |
| 6M | +16.5% | -1.0% | +17.5% | +12.5% |
| YTD | +86.7% | +9.8% | +76.8% | +66.0% |
| 1Y | +74.7% | +32.5% | +42.2% | +33.3% |
| 3Y | +102.6% | +124.3% | -21.8% | +0.1% |
| 5Y | +566.6% | +165.8% | +400.8% | +163.6% |
| All | +662.0% | +421.4% | +240.7% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling