+311.9%
PTC vs IBB
+126.8%
+185.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +0.5% | -0.5% | +1.0% | +0.8% |
| 30D | +1.2% | +4.6% | -3.3% | -2.3% |
| 3M | +27.4% | +6.8% | +20.5% | +20.9% |
| 6M | +39.2% | +23.1% | +16.1% | +18.6% |
| YTD | +12.5% | +26.0% | -13.5% | -6.6% |
| 1Y | +12.3% | +30.4% | -18.1% | -9.2% |
| 3Y | +28.8% | +85.4% | -56.6% | -21.6% |
| 5Y | +60.9% | +39.7% | +21.1% | +20.0% |
| All | +311.9% | +126.8% | +185.1% | +125.8% |
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