+37.0%
XHB vs PFG
+84.5%
-47.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.5% |
| 7D | -4.1% | -2.2% | -1.9% | -3.0% |
| 30D | +9.6% | +6.4% | +3.3% | +6.3% |
| 3M | -6.0% | +2.2% | -8.2% | -7.3% |
| 6M | +2.2% | +16.3% | -14.1% | -6.8% |
| YTD | +1.1% | +33.2% | -32.1% | -15.1% |
| 1Y | -1.7% | +40.6% | -42.3% | -20.1% |
| All | +37.0% | +84.5% | -47.5% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling