+41.0%
XRT vs PBR
+97.2%
-56.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -6.9% | +17.5% | -24.5% | -8.8% |
| 3M | -0.4% | +20.9% | -21.3% | -3.0% |
| 6M | +2.2% | +20.2% | -18.0% | -1.2% |
| YTD | -0.7% | +84.3% | -85.0% | -12.4% |
| 1Y | -2.0% | +77.1% | -79.1% | -13.1% |
| All | +41.0% | +97.2% | -56.2% | +16.6% |
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