+955.3%
XBI vs PCG
-38.3%
+993.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -0.7% |
| 7D | +0.9% | -13.9% | +14.7% | +2.4% |
| 30D | +7.1% | -16.9% | +23.9% | +9.1% |
| 3M | +22.9% | -14.7% | +37.6% | +24.7% |
| 6M | +29.7% | -23.8% | +53.5% | +33.5% |
| YTD | +34.5% | -10.5% | +45.0% | +35.4% |
| 1Y | +76.1% | -5.1% | +81.2% | +75.7% |
| 3Y | +103.2% | -11.6% | +114.8% | +103.9% |
| 5Y | +22.8% | +59.0% | -36.2% | +14.8% |
| 10Y | +176.3% | -75.7% | +252.0% | +237.1% |
| All | +955.3% | -38.3% | +993.6% | +653.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling