+5.7%
XLP vs PBR
+77.1%
-71.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.1% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | -2.2% | +17.5% | -19.8% | -2.0% |
| 3M | -0.6% | +20.9% | -21.5% | -0.4% |
| 6M | -2.2% | +20.2% | -22.4% | -2.4% |
| YTD | +8.3% | +84.3% | -76.0% | +4.6% |
| 1Y | +5.7% | +77.1% | -71.4% | +2.0% |
| All | +5.7% | +77.1% | -71.4% | +2.0% |
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