+70.3%
XLI vs PBR
+99.7%
-29.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -1.7% | +5.4% | -7.0% | -2.1% |
| 30D | -7.3% | +22.9% | -30.1% | -9.1% |
| 3M | -1.3% | +19.6% | -21.0% | -3.1% |
| 6M | +2.2% | +16.5% | -14.2% | +0.1% |
| YTD | +11.7% | +86.7% | -74.9% | +1.4% |
| 1Y | +14.3% | +74.7% | -60.5% | +4.7% |
| 3Y | +70.3% | +102.6% | -32.2% | +47.8% |
| All | +70.3% | +99.7% | -29.4% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling