+33.4%
XLB vs PBR
+558.3%
-524.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | -3.5% | +4.2% | -7.8% | -4.1% |
| 30D | -4.7% | +22.7% | -27.4% | -7.5% |
| 3M | +2.7% | +21.5% | -18.8% | -0.4% |
| 6M | +2.6% | +24.0% | -21.4% | -1.3% |
| YTD | +12.8% | +88.2% | -75.4% | +1.3% |
| 1Y | +14.0% | +74.8% | -60.9% | +3.3% |
| 3Y | +31.5% | +105.1% | -73.7% | +14.9% |
| 5Y | +33.4% | +572.2% | -538.8% | -7.8% |
| All | +33.4% | +558.3% | -524.9% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling