+31.4%
XLB vs PBR
+99.7%
-68.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.8% | +5.4% | -8.2% | -3.5% |
| 30D | -3.1% | +22.9% | -26.0% | -5.8% |
| 3M | -0.2% | +19.6% | -19.8% | -2.8% |
| 6M | +3.1% | +16.5% | -13.4% | +0.2% |
| YTD | +13.3% | +86.7% | -73.4% | +0.4% |
| 1Y | +12.0% | +74.7% | -62.7% | +0.3% |
| 3Y | +31.4% | +102.6% | -71.2% | +11.9% |
| All | +31.4% | +99.7% | -68.3% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling