+955.3%
XBI vs PTC
+753.4%
+201.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +2.1% |
| 7D | +0.9% | -10.3% | +11.1% | +5.2% |
| 30D | +7.1% | +1.1% | +5.9% | +6.1% |
| 3M | +22.9% | +1.6% | +21.3% | +20.0% |
| 6M | +29.7% | -13.5% | +43.2% | +34.5% |
| YTD | +34.5% | -19.1% | +53.5% | +42.6% |
| 1Y | +76.1% | -33.9% | +109.9% | +102.6% |
| 3Y | +103.2% | -3.9% | +107.1% | +95.3% |
| 5Y | +22.8% | +6.0% | +16.8% | +12.0% |
| 10Y | +176.3% | +223.7% | -47.5% | +51.2% |
| All | +955.3% | +753.4% | +201.9% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling