+874.1%
XBI vs PCG
-43.8%
+917.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | +1.9% | -2.0% | +3.9% | +2.1% |
| 30D | +3.0% | -2.7% | +5.7% | +3.4% |
| 3M | -5.1% | -25.1% | +19.9% | -2.1% |
| 6M | +12.2% | -22.3% | +34.5% | +15.1% |
| YTD | +24.1% | -18.5% | +42.6% | +26.4% |
| 1Y | +33.1% | -21.8% | +54.9% | +36.2% |
| 3Y | +127.3% | -21.0% | +148.3% | +131.3% |
| 5Y | +20.2% | +8.1% | +12.2% | +17.5% |
| 10Y | +131.6% | -76.6% | +208.2% | +179.6% |
| All | +874.1% | -43.8% | +917.9% | +603.8% |
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