+149.7%
XBI vs PFGC
+292.9%
-143.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.6% | -4.8% | +0.1% | -3.5% |
| 30D | -2.0% | -12.5% | +10.5% | +1.2% |
| 3M | +17.8% | -9.7% | +27.5% | +20.4% |
| 6M | +23.7% | +7.0% | +16.7% | +21.2% |
| YTD | +28.2% | +4.5% | +23.8% | +25.9% |
| 1Y | +64.0% | -11.6% | +75.6% | +67.3% |
| 3Y | +99.4% | +58.5% | +40.9% | +75.9% |
| 5Y | +19.3% | +112.6% | -93.2% | -2.1% |
| All | +149.7% | +292.9% | -143.2% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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