+317.2%
PTC vs IBB
+139.6%
+177.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -1.5% |
| 7D | +0.8% | +2.7% | -1.9% | -1.2% |
| 30D | +0.7% | +6.3% | -5.6% | -3.8% |
| 3M | +32.6% | +11.1% | +21.5% | +22.6% |
| 6M | +33.6% | +29.2% | +4.3% | +10.1% |
| YTD | +12.4% | +30.2% | -17.8% | -8.7% |
| 1Y | +11.2% | +39.5% | -28.3% | -14.3% |
| 3Y | +31.7% | +92.3% | -60.7% | -21.8% |
| 5Y | +60.1% | +43.0% | +17.1% | +17.7% |
| 10Y | +317.2% | +137.1% | +180.1% | +119.0% |
| All | +317.2% | +139.6% | +177.6% | +119.0% |
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