+136.2%
XLP vs PBR
+576.8%
-440.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -0.2% | -3.7% | +3.5% | +0.1% |
| 30D | +8.2% | -29.0% | +37.2% | +11.5% |
| 3M | +7.7% | +4.9% | +2.8% | +6.8% |
| 6M | +9.3% | -8.4% | +17.7% | +9.7% |
| YTD | +19.5% | +59.4% | -39.9% | +12.9% |
| 1Y | +21.0% | +45.5% | -24.5% | +15.4% |
| 3Y | +43.2% | +67.4% | -24.2% | +33.4% |
| 5Y | +42.7% | +453.0% | -410.3% | +13.9% |
| All | +136.2% | +576.8% | -440.7% | +74.4% |
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