-5.3%
PG vs XBI
+75.8%
-81.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.9% | +0.9% | +1.0% | +1.8% |
| 30D | -0.2% | +7.1% | -7.3% | -0.5% |
| 3M | +4.8% | +22.9% | -18.1% | +3.6% |
| 6M | -6.1% | +29.7% | -35.8% | -7.5% |
| YTD | +4.5% | +34.5% | -30.0% | +2.9% |
| 1Y | -5.3% | +76.1% | -81.4% | -7.3% |
| All | -5.3% | +75.8% | -81.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling