+150.7%
XBI vs PCG
-75.6%
+226.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | -0.8% | -18.9% | +18.1% | +0.7% |
| 3M | +21.8% | -15.8% | +37.7% | +23.2% |
| 6M | +23.2% | -22.6% | +45.7% | +25.4% |
| YTD | +28.7% | -12.2% | +40.9% | +29.5% |
| 1Y | +67.8% | -7.1% | +74.9% | +67.9% |
| 3Y | +100.6% | -15.8% | +116.5% | +102.1% |
| 5Y | +19.8% | +53.3% | -33.5% | +15.6% |
| All | +150.7% | -75.6% | +226.3% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling