+14.7%
XLF vs PBR
+74.7%
-60.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.0% | +10.5% | +3.0% |
| 7D | +5.5% | -11.0% | +16.5% | +4.6% |
| 30D | +9.9% | -18.8% | +28.6% | +8.5% |
| 3M | +2.6% | +7.8% | -5.2% | +3.9% |
| 6M | +15.6% | -7.6% | +23.2% | +15.8% |
| YTD | +9.4% | +72.7% | -63.2% | +14.5% |
| 1Y | +14.7% | +72.9% | -58.2% | +19.9% |
| All | +14.7% | +74.7% | -60.0% | +19.9% |
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