+513.3%
XRT vs PBR
+358.3%
+155.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.4% |
| 7D | +0.8% | +8.6% | -7.8% | -0.9% |
| 30D | -4.2% | +12.8% | -17.0% | -6.6% |
| 3M | +5.1% | +14.7% | -9.6% | +1.8% |
| 6M | +2.4% | +25.2% | -22.8% | -3.1% |
| YTD | +3.2% | +77.1% | -74.0% | -9.4% |
| 1Y | +1.5% | +69.6% | -68.0% | -10.2% |
| 3Y | +40.6% | +95.6% | -55.0% | +18.9% |
| 5Y | -1.0% | +501.8% | -502.7% | -36.5% |
| 10Y | +128.4% | +640.6% | -512.1% | +23.0% |
| All | +513.3% | +358.3% | +155.0% | +184.9% |
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