+333.0%
PG vs XBI
+901.2%
-568.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.8% | -4.6% | +3.8% | 0.0% |
| 30D | +0.8% | -2.0% | +2.8% | +1.1% |
| 3M | -1.3% | +17.8% | -19.1% | -4.3% |
| 6M | -3.8% | +23.7% | -27.5% | -7.7% |
| YTD | +3.6% | +28.2% | -24.6% | -1.3% |
| 1Y | -5.7% | +64.0% | -69.7% | -14.1% |
| 3Y | +1.6% | +99.4% | -97.8% | -11.9% |
| 5Y | +14.6% | +19.3% | -4.7% | +6.9% |
| 10Y | +121.2% | +158.7% | -37.5% | +66.3% |
| All | +333.0% | +901.2% | -568.2% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling