+330.1%
PTC vs IBB
+156.3%
+173.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.9% |
| 7D | -0.2% | -1.8% | +1.6% | +0.8% |
| 30D | +0.8% | +5.1% | -4.3% | -3.0% |
| 3M | +32.1% | +10.7% | +21.4% | +22.5% |
| 6M | +42.6% | +22.9% | +19.7% | +21.9% |
| YTD | +12.0% | +26.7% | -14.7% | -7.1% |
| 1Y | +12.2% | +35.1% | -23.0% | -11.3% |
| 3Y | +31.2% | +80.2% | -49.0% | -17.7% |
| 5Y | +54.9% | +37.8% | +17.0% | +17.4% |
| All | +330.1% | +156.3% | +173.8% | +131.0% |
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