+104.3%
PBR vs XME
+124.3%
-20.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +3.0% |
| 7D | +4.2% | -3.0% | +7.3% | +4.9% |
| 30D | +22.7% | -2.6% | +25.3% | +23.3% |
| 3M | +21.5% | +2.2% | +19.4% | +20.4% |
| 6M | +24.0% | +0.7% | +23.3% | +22.2% |
| YTD | +88.2% | +10.9% | +77.3% | +79.2% |
| 1Y | +74.8% | +35.7% | +39.1% | +52.9% |
| All | +104.3% | +124.3% | -20.0% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling