+46.3%
XLU vs PBR
+99.7%
-53.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.6% | +5.4% | -7.0% | -2.2% |
| 30D | -3.3% | +22.9% | -26.2% | -5.6% |
| 3M | -3.2% | +19.6% | -22.8% | -5.3% |
| 6M | -7.0% | +16.5% | -23.4% | -8.9% |
| YTD | +0.6% | +86.7% | -86.0% | -8.0% |
| 1Y | +2.4% | +74.7% | -72.3% | -5.6% |
| 3Y | +46.3% | +102.6% | -56.3% | +25.7% |
| All | +46.3% | +99.7% | -53.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling