+233.4%
XHB vs PFG
+184.0%
+49.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -0.2% | +2.4% | -2.6% | -1.5% |
| 30D | +9.9% | +5.9% | +4.1% | +6.8% |
| 3M | -6.3% | -0.4% | -5.8% | -6.3% |
| 6M | +3.8% | +14.8% | -11.0% | -4.3% |
| YTD | +0.1% | +31.9% | -31.8% | -14.6% |
| 1Y | -0.8% | +38.8% | -39.6% | -17.7% |
| 3Y | +35.6% | +82.4% | -46.8% | -4.0% |
| 5Y | +29.6% | +94.7% | -65.2% | -12.9% |
| All | +233.4% | +184.0% | +49.4% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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