+327.4%
XLF vs PBR
+1,873.9%
-1,546.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.0% | +0.3% | -1.4% | -1.2% |
| 30D | -1.3% | +17.5% | -18.8% | -5.5% |
| 3M | +9.1% | +20.9% | -11.7% | +3.4% |
| 6M | +14.4% | +20.2% | -5.9% | +7.9% |
| YTD | +5.1% | +84.3% | -79.2% | -11.6% |
| 1Y | +8.6% | +77.1% | -68.5% | -8.0% |
| 3Y | +74.4% | +100.8% | -26.4% | +39.7% |
| 5Y | +64.4% | +556.1% | -491.8% | -9.0% |
| 10Y | +251.6% | +676.1% | -424.5% | +59.1% |
| All | +327.4% | +1,873.9% | -1,546.5% | +45.1% |
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