-1.5%
XLY vs PBR
+70.4%
-71.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.5% |
| 7D | -2.0% | +8.6% | -10.5% | -1.2% |
| 30D | -3.1% | +12.8% | -15.9% | -2.1% |
| 3M | -1.8% | +14.7% | -16.5% | -0.4% |
| 6M | -0.9% | +25.2% | -26.1% | -1.0% |
| YTD | -3.4% | +77.1% | -80.5% | -5.7% |
| 1Y | -1.5% | +69.6% | -71.1% | -4.5% |
| All | -1.5% | +70.4% | -71.9% | -4.5% |
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 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