+376.2%
PBR vs XME
+246.2%
+130.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.6% |
| 7D | +2.5% | +3.6% | -1.2% | -0.4% |
| 30D | +19.4% | +3.6% | +15.7% | +15.4% |
| 3M | +20.8% | +1.2% | +19.6% | +16.7% |
| 6M | +23.5% | +9.0% | +14.4% | +9.1% |
| YTD | +83.4% | +15.9% | +67.5% | +51.5% |
| 1Y | +77.6% | +43.2% | +34.4% | +19.9% |
| 3Y | +99.9% | +137.4% | -37.5% | -17.3% |
| 5Y | +567.7% | +185.0% | +382.7% | +115.0% |
| 10Y | +621.5% | +409.5% | +212.0% | +31.3% |
| All | +376.2% | +246.2% | +130.0% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling