+9.1%
XLF vs PBR
+70.4%
-61.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.9% |
| 7D | 0.0% | +8.6% | -8.6% | +0.6% |
| 30D | +0.2% | +12.8% | -12.6% | +1.1% |
| 3M | +11.7% | +14.7% | -3.0% | +12.9% |
| 6M | +13.8% | +25.2% | -11.4% | +15.6% |
| YTD | +7.0% | +77.1% | -70.1% | +9.2% |
| 1Y | +9.1% | +69.6% | -60.4% | +10.7% |
| All | +9.1% | +70.4% | -61.2% | +10.7% |
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