+396.2%
PTC vs IBB
+554.8%
-158.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | +3.6% |
| 7D | -0.1% | -3.6% | +3.5% | +2.5% |
| 30D | +0.8% | +3.4% | -2.6% | -2.3% |
| 3M | +39.6% | +9.5% | +30.1% | +29.1% |
| 6M | +41.5% | +23.3% | +18.2% | +17.9% |
| YTD | +11.7% | +24.5% | -12.8% | -8.5% |
| 1Y | +2.4% | +32.9% | -30.5% | -20.4% |
| 3Y | +31.9% | +76.6% | -44.6% | -19.9% |
| 5Y | +54.5% | +35.5% | +19.0% | +14.8% |
| 10Y | +342.1% | +156.7% | +185.3% | +90.0% |
| All | +396.2% | +554.8% | -158.6% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling