+147.8%
XEL vs PBR
+697.0%
-549.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | -0.3% | +5.4% | -5.7% | -0.7% |
| 30D | -3.9% | +22.9% | -26.8% | -5.6% |
| 3M | -2.8% | +19.6% | -22.4% | -4.3% |
| 6M | -5.4% | +16.5% | -21.9% | -6.8% |
| YTD | +3.8% | +86.7% | -82.9% | -1.8% |
| 1Y | +6.8% | +74.7% | -67.9% | +1.6% |
| 3Y | +45.6% | +102.6% | -57.0% | +35.9% |
| 5Y | +30.7% | +566.6% | -535.9% | +8.2% |
| All | +147.8% | +697.0% | -549.1% | +86.6% |
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