+12.0%
XLB vs PBR
+74.3%
-62.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -2.8% | +5.4% | -8.2% | -2.9% |
| 30D | -3.1% | +22.9% | -26.0% | -3.2% |
| 3M | -0.2% | +19.6% | -19.8% | -0.3% |
| 6M | +3.1% | +16.5% | -13.4% | +2.3% |
| YTD | +13.3% | +86.7% | -73.4% | +6.3% |
| 1Y | +12.0% | +74.7% | -62.7% | +3.9% |
| All | +12.0% | +74.3% | -62.3% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling