+37.3%
XHB vs PFG
+110.7%
-73.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | +0.2% | +6.0% | -5.8% | -3.1% |
| 30D | -9.1% | +2.2% | -11.3% | -10.3% |
| 3M | -2.3% | +10.4% | -12.7% | -8.2% |
| 6M | -4.1% | +27.8% | -31.9% | -17.1% |
| YTD | -1.7% | +33.6% | -35.4% | -17.5% |
| 1Y | -15.1% | +49.3% | -64.4% | -33.4% |
| 3Y | +26.8% | +69.7% | -42.9% | -9.0% |
| 5Y | +37.3% | +111.3% | -74.0% | -13.2% |
| All | +37.3% | +110.7% | -73.4% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling