+124.1%
XBI vs PCG
-76.0%
+200.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | -1.1% | +2.2% | -3.2% | -1.3% |
| 30D | +2.6% | +0.8% | +1.8% | +2.5% |
| 3M | -4.0% | -23.8% | +19.8% | -2.1% |
| 6M | +10.9% | -19.6% | +30.5% | +12.6% |
| YTD | +23.6% | -16.7% | +40.3% | +24.9% |
| 1Y | +35.1% | -19.4% | +54.5% | +36.9% |
| 3Y | +125.2% | -18.3% | +143.5% | +127.4% |
| 5Y | +19.7% | +10.4% | +9.3% | +18.0% |
| All | +124.1% | -76.0% | +200.1% | +130.0% |
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