+601.3%
XLP vs PBR
+1,647.6%
-1,046.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.1% |
| 7D | +0.7% | -16.0% | +16.7% | +2.5% |
| 30D | +10.3% | -22.8% | +33.0% | +12.9% |
| 3M | +6.5% | +3.0% | +3.5% | +5.8% |
| 6M | +8.4% | -8.1% | +16.5% | +8.7% |
| YTD | +18.2% | +63.1% | -45.0% | +11.4% |
| 1Y | +22.4% | +59.3% | -36.8% | +15.6% |
| 3Y | +41.9% | +66.1% | -24.2% | +32.2% |
| 5Y | +40.9% | +495.8% | -455.0% | +12.4% |
| 10Y | +128.4% | +514.7% | -386.3% | +68.7% |
| All | +601.3% | +1,647.6% | -1,046.3% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling