+17.2%
XLI vs PBR
+70.4%
-53.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.3% |
| 7D | -1.1% | +8.6% | -9.6% | -0.6% |
| 30D | -5.9% | +12.8% | -18.7% | -5.4% |
| 3M | -0.3% | +14.7% | -14.9% | +0.5% |
| 6M | +0.1% | +25.2% | -25.0% | -0.8% |
| YTD | +13.6% | +77.1% | -63.6% | +9.4% |
| 1Y | +17.2% | +69.6% | -52.4% | +12.9% |
| All | +17.2% | +70.4% | -53.2% | +12.9% |
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