+227.9%
XLE vs PBR
+544.5%
-316.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +8.5% | +17.5% | -9.0% | +2.1% |
| 3M | +14.6% | +20.9% | -6.3% | +6.6% |
| 6M | +17.6% | +20.2% | -2.7% | +9.3% |
| YTD | +48.1% | +84.3% | -36.2% | +17.5% |
| 1Y | +53.8% | +77.1% | -23.3% | +23.5% |
| 3Y | +56.2% | +100.8% | -44.6% | +17.5% |
| All | +227.9% | +544.5% | -316.6% | +44.8% |
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