+179.2%
XLE vs PBR
+585.8%
-406.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +5.4% | -1.0% | +6.4% | +5.8% |
| 30D | -3.9% | -29.3% | +25.4% | +9.5% |
| 3M | +7.0% | +5.5% | +1.5% | +3.4% |
| 6M | +14.2% | -2.9% | +17.1% | +13.9% |
| YTD | +48.2% | +61.5% | -13.3% | +19.7% |
| 1Y | +47.7% | +46.9% | +0.8% | +23.8% |
| 3Y | +70.0% | +66.4% | +3.6% | +32.3% |
| 5Y | +169.1% | +460.3% | -291.2% | +19.9% |
| All | +179.2% | +585.8% | -406.6% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling