+943.2%
XBI vs PFG
+361.3%
+581.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -0.9% | +6.0% | -6.9% | -2.6% |
| 30D | +2.9% | +2.2% | +0.7% | +2.1% |
| 3M | +26.2% | +10.4% | +15.8% | +22.4% |
| 6M | +30.7% | +27.8% | +2.9% | +21.6% |
| YTD | +32.9% | +33.6% | -0.7% | +21.9% |
| 1Y | +72.3% | +49.3% | +23.0% | +53.0% |
| 3Y | +107.2% | +69.7% | +37.5% | +76.7% |
| 5Y | +23.2% | +111.3% | -88.2% | -1.5% |
| 10Y | +158.5% | +240.3% | -81.7% | +74.0% |
| All | +943.2% | +361.3% | +581.9% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling