+20.7%
XLK vs PBR
+74.7%
-54.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | -0.3% |
| 7D | -7.6% | -11.0% | +3.4% | -8.1% |
| 30D | -12.2% | -18.8% | +6.6% | -13.1% |
| 3M | -5.5% | +7.8% | -13.3% | -5.4% |
| 6M | +9.2% | -7.6% | +16.8% | +8.6% |
| YTD | +23.0% | +72.7% | -49.6% | +20.7% |
| 1Y | +20.7% | +72.9% | -52.2% | +17.9% |
| All | +20.7% | +74.7% | -54.0% | +17.9% |
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