+149.7%
XBI vs PBR
+697.0%
-547.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -4.6% | +5.4% | -10.0% | -5.5% |
| 30D | -2.0% | +22.9% | -24.9% | -5.5% |
| 3M | +17.8% | +19.6% | -1.8% | +13.8% |
| 6M | +23.7% | +16.5% | +7.2% | +19.5% |
| YTD | +28.2% | +86.7% | -58.4% | +13.4% |
| 1Y | +64.0% | +74.7% | -10.7% | +46.5% |
| 3Y | +99.4% | +102.6% | -3.2% | +71.0% |
| 5Y | +19.3% | +566.6% | -547.2% | -21.5% |
| All | +149.7% | +697.0% | -547.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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