-4.1%
PG vs XBI
+68.3%
-72.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | -0.2% | -3.8% | +3.6% | -0.1% |
| 30D | +1.1% | +0.1% | +1.0% | +1.1% |
| 3M | -1.6% | +17.9% | -19.5% | -2.3% |
| 6M | -1.5% | +29.5% | -31.0% | -2.7% |
| YTD | +4.2% | +29.4% | -25.1% | +3.3% |
| All | -4.1% | +68.3% | -72.4% | -1.5% |
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