+222.4%
PTC vs IBB
+129.6%
+92.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -5.4% |
| 7D | -10.3% | +1.4% | -11.7% | -11.1% |
| 30D | +1.1% | +10.5% | -9.3% | -5.7% |
| 3M | +1.6% | +23.6% | -22.0% | -12.7% |
| 6M | -13.5% | +22.6% | -36.1% | -25.8% |
| YTD | -19.1% | +25.7% | -44.7% | -32.1% |
| 1Y | -33.9% | +51.4% | -85.2% | -51.7% |
| 3Y | -3.9% | +64.4% | -68.3% | -35.0% |
| 5Y | +6.0% | +22.1% | -16.1% | -11.9% |
| All | +222.4% | +129.6% | +92.8% | +80.5% |
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