+50.3%
XLE vs PBR
+80.2%
-29.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.4% |
| 7D | +0.5% | +4.2% | -3.8% | -1.2% |
| 30D | +6.6% | +22.7% | -16.2% | -2.1% |
| 3M | +12.3% | +21.5% | -9.2% | +3.3% |
| 6M | +18.4% | +24.0% | -5.6% | +8.4% |
| YTD | +47.2% | +88.2% | -41.0% | +14.0% |
| 1Y | +50.3% | +74.8% | -24.5% | +19.2% |
| All | +50.3% | +80.2% | -29.9% | +19.2% |
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