+971.6%
XBI vs PM
+752.6%
+219.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.4% |
| 7D | +0.9% | -4.9% | +5.8% | +2.7% |
| 30D | +7.1% | -3.4% | +10.4% | +8.3% |
| 3M | +22.9% | +5.2% | +17.7% | +19.7% |
| 6M | +29.7% | +3.7% | +26.0% | +26.2% |
| YTD | +34.5% | +15.8% | +18.7% | +24.9% |
| 1Y | +76.1% | +17.4% | +58.7% | +61.7% |
| 3Y | +103.2% | +116.9% | -13.7% | +40.2% |
| 5Y | +22.8% | +117.3% | -94.5% | -16.9% |
| 10Y | +176.3% | +193.8% | -17.5% | +53.3% |
| All | +971.6% | +752.6% | +219.0% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling