+173.1%
XBI vs PR
+152.6%
+20.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.6% | +2.4% |
| 7D | -2.4% | -16.4% | +14.0% | -0.8% |
| 30D | +1.3% | -1.9% | +3.2% | +1.4% |
| 3M | -1.5% | +8.0% | -9.4% | -2.4% |
| 6M | +10.7% | +4.1% | +6.6% | +9.8% |
| YTD | +25.0% | +58.7% | -33.7% | +18.6% |
| 1Y | +39.9% | +75.8% | -36.0% | +31.3% |
| 3Y | +119.2% | +73.2% | +46.0% | +104.1% |
| 5Y | +16.6% | +230.1% | -213.5% | +0.1% |
| 10Y | +181.3% | +67.4% | +113.9% | +171.7% |
| All | +173.1% | +152.6% | +20.6% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling