+22.3%
XBI vs PTC
+60.7%
-38.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +2.6% | +1.2% | +1.4% | +2.2% |
| 3M | -4.0% | +27.4% | -31.4% | -13.0% |
| 6M | +10.9% | +39.2% | -28.3% | -4.4% |
| YTD | +23.6% | +12.5% | +11.1% | +17.0% |
| 1Y | +35.1% | +12.3% | +22.8% | +27.9% |
| 3Y | +125.2% | +28.8% | +96.4% | +86.6% |
| All | +22.3% | +60.7% | -38.4% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling