-5.8%
XLC vs PBR
+74.7%
-80.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.0% | +10.4% | +3.2% |
| 7D | +1.8% | -11.0% | +12.7% | +1.4% |
| 30D | -6.0% | -18.8% | +12.8% | -6.4% |
| 3M | -6.0% | +7.8% | -13.8% | -5.1% |
| 6M | -9.1% | -7.6% | -1.5% | -8.5% |
| YTD | -10.0% | +72.7% | -82.7% | -9.7% |
| 1Y | -5.8% | +72.9% | -78.8% | -6.1% |
| All | -5.8% | +74.7% | -80.5% | -6.1% |
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