+39.3%
XLC vs PBR
+558.3%
-519.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.4% |
| 7D | -1.7% | +4.2% | -5.9% | -2.0% |
| 30D | +0.2% | +22.7% | -22.5% | -1.4% |
| 3M | +0.7% | +21.5% | -20.8% | -1.0% |
| 6M | -4.5% | +24.0% | -28.5% | -6.5% |
| YTD | -4.7% | +88.2% | -93.0% | -10.6% |
| 1Y | -1.5% | +74.8% | -76.3% | -7.0% |
| 3Y | +72.2% | +105.1% | -32.9% | +59.1% |
| 5Y | +39.3% | +572.2% | -532.9% | +10.1% |
| All | +39.3% | +558.3% | -519.0% | +10.1% |
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 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