-68.6%
XYZ vs PBR
+527.8%
-596.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -3.6% |
| 7D | +2.9% | +2.5% | +0.4% | +2.5% |
| 30D | +1.4% | +19.4% | -18.0% | -0.9% |
| 3M | +14.6% | +20.8% | -6.2% | +11.4% |
| 6M | +20.8% | +23.5% | -2.7% | +16.2% |
| YTD | +23.1% | +83.4% | -60.3% | +10.4% |
| 1Y | +5.6% | +77.6% | -71.9% | -5.0% |
| 3Y | +50.9% | +99.9% | -48.9% | +31.4% |
| 5Y | -68.6% | +567.7% | -636.3% | -78.6% |
| All | -68.6% | +527.8% | -596.3% | -78.6% |
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