+150.7%
XBI vs PTC
+200.2%
-49.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -4.6% | -14.2% | +9.6% | +1.7% |
| 30D | -0.8% | -14.4% | +13.6% | +5.6% |
| 3M | +21.8% | -4.7% | +26.5% | +21.9% |
| 6M | +23.2% | -19.3% | +42.5% | +32.2% |
| YTD | +28.7% | -26.1% | +54.9% | +42.9% |
| 1Y | +67.8% | -37.1% | +104.8% | +100.2% |
| 3Y | +100.6% | -10.4% | +111.0% | +96.0% |
| 5Y | +19.8% | +2.5% | +17.3% | +7.8% |
| All | +150.7% | +200.2% | -49.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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