+608.7%
XLP vs PBR
+1,624.0%
-1,015.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +2.3% | -13.3% | +15.6% | +3.8% |
| 30D | +9.1% | -27.7% | +36.9% | +12.5% |
| 3M | +7.9% | +2.7% | +5.2% | +7.2% |
| 6M | +9.6% | -6.7% | +16.3% | +9.8% |
| YTD | +19.4% | +60.9% | -41.5% | +12.7% |
| 1Y | +22.4% | +46.6% | -24.2% | +16.6% |
| 3Y | +43.2% | +69.1% | -25.9% | +33.2% |
| 5Y | +42.6% | +469.6% | -427.1% | +14.3% |
| 10Y | +135.4% | +523.4% | -388.0% | +73.8% |
| All | +608.7% | +1,624.0% | -1,015.3% | +319.5% |
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