+100.2%
XBI vs PTC
-10.7%
+110.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -4.6% | -14.2% | +9.6% | -1.2% |
| 30D | -0.8% | -14.4% | +13.7% | +2.6% |
| 3M | +21.8% | -4.7% | +26.5% | +22.2% |
| 6M | +23.2% | -19.3% | +42.5% | +30.1% |
| YTD | +28.7% | -26.1% | +54.9% | +39.9% |
| 1Y | +67.8% | -37.1% | +104.8% | +93.6% |
| All | +100.2% | -10.7% | +110.9% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling