+149.7%
XBI vs PFG
+251.1%
-101.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.8% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -2.0% | +2.9% | -4.9% | -3.3% |
| 3M | +17.8% | +6.7% | +11.1% | +14.3% |
| 6M | +23.7% | +33.8% | -10.1% | +9.5% |
| YTD | +28.2% | +35.0% | -6.7% | +12.7% |
| 1Y | +64.0% | +46.4% | +17.6% | +39.2% |
| 3Y | +99.4% | +71.7% | +27.7% | +57.0% |
| 5Y | +19.3% | +113.7% | -94.3% | -14.4% |
| All | +149.7% | +251.1% | -101.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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