+64.0%
XBI vs PTC
-36.4%
+100.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.4% |
| 7D | -4.6% | -7.3% | +2.6% | -4.4% |
| 30D | -2.0% | -11.6% | +9.6% | -1.7% |
| 3M | +17.8% | +10.5% | +7.3% | +17.7% |
| 6M | +23.7% | -17.8% | +41.5% | +26.9% |
| YTD | +28.2% | -24.9% | +53.2% | +35.3% |
| 1Y | +64.0% | -36.8% | +100.8% | +91.7% |
| All | +64.0% | -36.4% | +100.4% | +91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling