+208.9%
XHB vs PFG
+251.1%
-42.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -9.1% | +2.9% | -12.0% | -10.7% |
| 3M | -8.6% | +6.7% | -15.3% | -12.2% |
| 6M | -4.0% | +33.8% | -37.8% | -18.4% |
| YTD | -3.9% | +35.0% | -38.9% | -19.0% |
| 1Y | -16.5% | +46.4% | -62.9% | -32.8% |
| 3Y | +22.6% | +71.7% | -49.1% | -10.4% |
| 5Y | +33.9% | +113.7% | -79.7% | -14.3% |
| All | +208.9% | +251.1% | -42.2% | +31.3% |
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