+723.2%
XLV vs PBR
+1,899.4%
-1,176.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -3.6% | +5.4% | -8.9% | -4.2% |
| 30D | -1.8% | +22.9% | -24.7% | -4.4% |
| 3M | +7.8% | +19.6% | -11.8% | +5.1% |
| 6M | +9.1% | +16.5% | -7.4% | +6.5% |
| YTD | +7.7% | +86.7% | -78.9% | -1.2% |
| 1Y | +20.4% | +74.7% | -54.3% | +11.2% |
| 3Y | +30.8% | +102.6% | -71.8% | +17.1% |
| 5Y | +34.6% | +566.6% | -532.0% | +0.1% |
| 10Y | +173.4% | +686.1% | -512.7% | +81.9% |
| All | +723.2% | +1,899.4% | -1,176.2% | +287.9% |
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