+803.8%
XLB vs PBR
+1,864.5%
-1,060.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.8% |
| 7D | -0.2% | +2.5% | -2.7% | -0.9% |
| 30D | -1.7% | +19.4% | -21.1% | -6.2% |
| 3M | +4.4% | +20.8% | -16.4% | -1.1% |
| 6M | +5.0% | +23.5% | -18.5% | -1.6% |
| YTD | +15.5% | +83.4% | -67.9% | -2.5% |
| 1Y | +14.9% | +77.6% | -62.6% | -2.5% |
| 3Y | +34.5% | +99.9% | -65.3% | +8.4% |
| 5Y | +36.5% | +567.7% | -531.2% | -23.9% |
| 10Y | +159.6% | +621.5% | -461.9% | +19.6% |
| All | +803.8% | +1,864.5% | -1,060.7% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling