+165.0%
XBI vs PFGC
+409.4%
-244.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.7% |
| 7D | -0.9% | -2.4% | +1.5% | -0.3% |
| 30D | +2.9% | -15.8% | +18.7% | +7.1% |
| 3M | +26.2% | -0.6% | +26.8% | +26.1% |
| 6M | +30.7% | +10.7% | +20.0% | +27.1% |
| YTD | +32.9% | +7.6% | +25.3% | +29.6% |
| 1Y | +72.3% | -7.8% | +80.1% | +74.0% |
| 3Y | +107.2% | +63.7% | +43.5% | +81.6% |
| 5Y | +23.2% | +112.3% | -89.1% | +1.0% |
| 10Y | +158.5% | +286.7% | -128.2% | +78.8% |
| All | +165.0% | +409.4% | -244.4% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling