+906.3%
XBI vs PPG
+483.7%
+422.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -4.6% | -6.2% | +1.6% | -1.5% |
| 30D | -2.0% | -7.9% | +5.9% | +2.2% |
| 3M | +17.8% | -10.2% | +28.0% | +23.6% |
| 6M | +23.7% | +2.7% | +21.1% | +20.4% |
| YTD | +28.2% | +4.9% | +23.3% | +22.4% |
| 1Y | +64.0% | -3.2% | +67.2% | +62.7% |
| 3Y | +99.4% | -17.0% | +116.4% | +111.5% |
| 5Y | +19.3% | -23.3% | +42.7% | +29.1% |
| 10Y | +158.7% | +26.4% | +132.3% | +98.7% |
| All | +906.3% | +483.7% | +422.6% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling