+869.9%
XBI vs PH
+2,542.1%
-1,672.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.1% | +4.3% | -5.4% | -3.0% |
| 30D | +2.6% | +0.1% | +2.4% | +2.2% |
| 3M | -4.0% | -9.4% | +5.4% | -0.2% |
| 6M | +10.9% | +8.8% | +2.2% | +5.7% |
| YTD | +23.6% | +9.6% | +14.0% | +16.7% |
| 1Y | +35.1% | +14.4% | +20.7% | +25.0% |
| 3Y | +125.2% | +134.5% | -9.3% | +46.0% |
| 5Y | +19.7% | +204.4% | -184.7% | -32.5% |
| 10Y | +130.6% | +697.3% | -566.7% | -24.1% |
| All | +869.9% | +2,542.1% | -1,672.2% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling