+316.9%
PTC vs IBB
+133.2%
+183.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | +0.5% | -1.4% | +1.8% | +1.2% |
| 30D | +0.9% | +6.8% | -5.9% | -4.0% |
| 3M | +30.4% | +9.2% | +21.2% | +21.9% |
| 6M | +34.4% | +28.3% | +6.1% | +11.3% |
| YTD | +12.6% | +29.4% | -16.8% | -8.2% |
| 1Y | +10.2% | +33.2% | -23.0% | -12.1% |
| 3Y | +29.4% | +90.2% | -60.8% | -22.6% |
| 5Y | +63.7% | +44.0% | +19.7% | +19.7% |
| 10Y | +316.9% | +133.1% | +183.8% | +121.4% |
| All | +316.9% | +133.2% | +183.7% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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