+716.5%
XLE vs PBR
+1,797.5%
-1,081.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | +2.2% | +8.6% | -6.4% | -1.0% |
| 30D | +11.8% | +12.8% | -1.0% | +6.7% |
| 3M | +9.8% | +14.7% | -4.8% | +4.1% |
| 6M | +15.6% | +25.2% | -9.6% | +5.6% |
| YTD | +45.3% | +77.1% | -31.9% | +16.3% |
| 1Y | +48.3% | +69.6% | -21.3% | +20.4% |
| 3Y | +55.4% | +95.6% | -40.1% | +17.2% |
| 5Y | +216.1% | +501.8% | -285.7% | +48.6% |
| 10Y | +178.4% | +640.6% | -462.2% | +3.8% |
| All | +716.5% | +1,797.5% | -1,081.0% | +110.3% |
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