-63.7%
XYZ vs PBR
+459.2%
-522.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | -1.1% | -1.0% | 0.0% | -1.0% |
| 30D | +11.5% | -29.3% | +40.8% | +15.6% |
| 3M | +1.8% | +5.5% | -3.7% | +0.2% |
| 6M | +21.2% | -2.9% | +24.1% | +20.4% |
| YTD | +29.9% | +61.5% | -31.5% | +17.4% |
| 1Y | +35.8% | +46.9% | -11.1% | +24.7% |
| 3Y | +62.6% | +66.4% | -3.8% | +43.9% |
| All | -63.7% | +459.2% | -522.9% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling