+20.8%
XBI vs PTC
-0.9%
+21.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.3% |
| 7D | -3.6% | -13.6% | +9.9% | +1.9% |
| 30D | +0.9% | -14.7% | +15.5% | +6.9% |
| 3M | +21.4% | -5.9% | +27.3% | +22.3% |
| 6M | +25.5% | -21.1% | +46.6% | +36.5% |
| YTD | +30.8% | -26.0% | +56.9% | +46.0% |
| 1Y | +68.6% | -36.8% | +105.4% | +103.1% |
| 3Y | +103.9% | -10.3% | +114.2% | +93.1% |
| 5Y | +20.8% | +1.2% | +19.6% | +4.1% |
| All | +20.8% | -0.9% | +21.7% | +4.1% |
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 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