+102.9%
XLP vs PBR
+632.3%
-529.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | -1.3% | +19.4% | -20.7% | -3.1% |
| 3M | +1.8% | +20.8% | -18.9% | -0.2% |
| 6M | -0.8% | +23.5% | -24.3% | -3.3% |
| YTD | +9.5% | +83.4% | -73.9% | +2.3% |
| 1Y | +7.2% | +77.6% | -70.4% | +0.4% |
| 3Y | +27.1% | +99.9% | -72.7% | +16.5% |
| 5Y | +32.0% | +567.7% | -535.7% | +3.0% |
| 10Y | +102.9% | +621.5% | -518.6% | +44.3% |
| All | +102.9% | +632.3% | -529.4% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling