+179.9%
XHB vs PFG
+359.9%
-180.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.4% |
| 7D | -4.1% | -2.2% | -1.9% | -3.2% |
| 30D | +9.6% | +6.4% | +3.3% | +6.9% |
| 3M | -6.0% | +2.2% | -8.2% | -7.0% |
| 6M | +2.2% | +16.3% | -14.1% | -4.7% |
| YTD | +1.1% | +33.2% | -32.1% | -11.2% |
| 1Y | -1.7% | +40.6% | -42.3% | -15.7% |
| 3Y | +36.5% | +83.3% | -46.9% | +3.9% |
| 5Y | +33.5% | +97.7% | -64.3% | -2.5% |
| 10Y | +240.9% | +189.9% | +51.1% | +100.1% |
| All | +179.9% | +359.9% | -180.0% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling