+259.6%
PTC vs IBB
+560.8%
-301.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -5.4% |
| 7D | -10.3% | +1.4% | -11.7% | -11.3% |
| 30D | +1.1% | +10.5% | -9.3% | -6.7% |
| 3M | +1.6% | +23.6% | -22.0% | -14.7% |
| 6M | -13.5% | +22.6% | -36.1% | -27.5% |
| YTD | -19.1% | +25.7% | -44.7% | -33.9% |
| 1Y | -33.9% | +51.4% | -85.2% | -53.5% |
| 3Y | -3.9% | +64.4% | -68.3% | -38.0% |
| 5Y | +6.0% | +22.1% | -16.1% | -14.1% |
| 10Y | +223.7% | +132.5% | +91.3% | +50.8% |
| All | +259.6% | +560.8% | -301.2% | -42.2% |
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