+100.2%
XBI vs PFGC
+59.5%
+40.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -4.6% | -4.8% | +0.2% | -3.0% |
| 30D | -0.8% | -17.2% | +16.4% | +5.4% |
| 3M | +21.8% | -6.3% | +28.2% | +23.6% |
| 6M | +23.2% | +8.8% | +14.3% | +18.2% |
| YTD | +28.7% | +4.9% | +23.8% | +24.2% |
| 1Y | +67.8% | -9.5% | +77.3% | +71.5% |
| All | +100.2% | +59.5% | +40.7% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling