+141.4%
XLC vs PBR
+708.4%
-567.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | +0.6% | +2.5% | -1.9% | +0.2% |
| 30D | +0.2% | +19.4% | -19.1% | -2.7% |
| 3M | +0.6% | +20.8% | -20.1% | -2.7% |
| 6M | -4.5% | +23.5% | -28.0% | -8.5% |
| YTD | -4.7% | +83.4% | -88.1% | -14.9% |
| 1Y | -1.7% | +77.6% | -79.2% | -11.9% |
| 3Y | +72.3% | +99.9% | -27.6% | +48.8% |
| 5Y | +37.8% | +567.7% | -530.0% | -10.2% |
| All | +141.4% | +708.4% | -567.0% | +42.5% |
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