+33.6%
XLY vs PBR
+99.7%
-66.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.7% | +5.4% | -7.1% | -2.2% |
| 30D | -4.2% | +22.9% | -27.1% | -6.1% |
| 3M | -2.7% | +19.6% | -22.3% | -4.4% |
| 6M | -0.6% | +16.5% | -17.1% | -2.8% |
| YTD | -5.0% | +86.7% | -91.7% | -14.7% |
| 1Y | -4.1% | +74.7% | -78.8% | -12.9% |
| 3Y | +33.6% | +102.6% | -69.0% | +15.4% |
| All | +33.6% | +99.7% | -66.1% | +15.4% |
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