+158.5%
XBI vs PR
+101.2%
+57.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.3% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +2.9% | +17.4% | -14.5% | +1.3% |
| 3M | +26.2% | +21.8% | +4.5% | +23.6% |
| 6M | +30.7% | +27.6% | +3.1% | +27.1% |
| YTD | +32.9% | +71.4% | -38.5% | +25.4% |
| 1Y | +72.3% | +78.3% | -6.1% | +61.6% |
| 3Y | +107.2% | +85.5% | +21.7% | +91.7% |
| 5Y | +23.2% | +422.7% | -399.5% | +1.7% |
| 10Y | +158.5% | +87.1% | +71.4% | +156.4% |
| All | +158.5% | +101.2% | +57.3% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling