+103.5%
XBI vs PM
+124.8%
-21.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -3.6% | -1.2% | -2.4% | -3.6% |
| 30D | +0.9% | -0.2% | +1.0% | +0.8% |
| 3M | +21.4% | +4.9% | +16.5% | +20.8% |
| 6M | +25.5% | +9.0% | +16.5% | +24.1% |
| YTD | +30.8% | +17.8% | +13.1% | +28.3% |
| 1Y | +68.6% | +16.8% | +51.8% | +65.5% |
| All | +103.5% | +124.8% | -21.3% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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