+43.4%
XLK vs PBR
+70.4%
-27.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | +0.9% | +8.6% | -7.7% | +1.0% |
| 30D | +0.7% | +12.8% | -12.1% | +0.9% |
| 3M | -2.9% | +14.7% | -17.6% | -2.7% |
| 6M | +34.3% | +25.2% | +9.1% | +31.5% |
| YTD | +30.4% | +77.1% | -46.7% | +25.7% |
| 1Y | +43.4% | +69.6% | -26.2% | +37.5% |
| All | +43.4% | +70.4% | -27.0% | +37.5% |
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