+19.8%
XBI vs PH
+243.6%
-223.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | -4.6% | -3.1% | -1.5% | -3.2% |
| 30D | -0.8% | -11.8% | +11.0% | +4.9% |
| 3M | +21.8% | +6.9% | +14.9% | +17.4% |
| 6M | +23.2% | -1.3% | +24.5% | +22.7% |
| YTD | +28.7% | +7.0% | +21.8% | +23.1% |
| 1Y | +67.8% | +23.1% | +44.7% | +49.5% |
| 3Y | +100.6% | +135.4% | -34.7% | +24.5% |
| 5Y | +19.8% | +250.3% | -230.5% | -42.4% |
| All | +19.8% | +243.6% | -223.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling