+178.7%
XHB vs PFG
+367.9%
-189.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | -1.3% | +5.5% | -6.8% | -3.7% |
| 30D | -6.9% | +2.4% | -9.2% | -8.0% |
| 3M | -1.3% | +13.6% | -14.8% | -7.0% |
| 6M | -6.8% | +27.9% | -34.7% | -16.5% |
| YTD | +0.7% | +35.6% | -34.8% | -12.2% |
| 1Y | -11.2% | +48.5% | -59.7% | -25.7% |
| 3Y | +25.3% | +66.9% | -41.5% | -0.8% |
| 5Y | +37.3% | +111.0% | -73.6% | -2.5% |
| 10Y | +211.5% | +244.5% | -33.0% | +70.6% |
| All | +178.7% | +367.9% | -189.2% | +10.6% |
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 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