+20.8%
XBI vs PCG
+55.2%
-34.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.5% |
| 7D | -3.6% | +6.5% | -10.1% | -5.3% |
| 30D | +0.9% | -16.7% | +17.6% | +4.8% |
| 3M | +21.4% | -14.2% | +35.6% | +24.8% |
| 6M | +25.5% | -21.5% | +47.0% | +32.3% |
| YTD | +30.8% | -11.2% | +42.0% | +32.2% |
| 1Y | +68.6% | -4.2% | +72.8% | +65.5% |
| 3Y | +103.9% | -14.9% | +118.8% | +104.8% |
| 5Y | +20.8% | +54.2% | -33.5% | -0.2% |
| All | +20.8% | +55.2% | -34.5% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling