+19.9%
XBI vs PPG
-24.1%
+44.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -4.6% | -6.2% | +1.6% | -1.7% |
| 30D | -2.0% | -7.9% | +5.9% | +1.9% |
| 3M | +17.8% | -10.2% | +28.0% | +23.3% |
| 6M | +23.7% | +2.7% | +21.1% | +20.3% |
| YTD | +28.2% | +4.9% | +23.3% | +22.0% |
| 1Y | +64.0% | -3.2% | +67.2% | +62.5% |
| 3Y | +99.4% | -17.0% | +116.4% | +111.8% |
| All | +19.9% | -24.1% | +44.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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