+81.8%
XLI vs PBR
+552.2%
-470.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -1.7% | +5.4% | -7.0% | -2.2% |
| 30D | -7.3% | +22.9% | -30.1% | -9.3% |
| 3M | -1.3% | +19.6% | -21.0% | -3.3% |
| 6M | +2.2% | +16.5% | -14.2% | +0.1% |
| YTD | +11.7% | +86.7% | -74.9% | +3.0% |
| 1Y | +14.3% | +74.7% | -60.5% | +6.1% |
| 3Y | +70.3% | +102.6% | -32.2% | +53.9% |
| All | +81.8% | +552.2% | -470.3% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling