+215.5%
XHB vs PTC
+196.2%
+19.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.3% |
| 7D | -1.9% | -13.6% | +11.7% | +3.5% |
| 30D | -8.3% | -14.7% | +6.3% | -2.9% |
| 3M | -7.1% | -5.9% | -1.2% | -6.6% |
| 6M | -5.3% | -21.1% | +15.9% | +1.8% |
| YTD | -3.2% | -26.0% | +22.8% | +6.3% |
| 1Y | -13.9% | -36.8% | +23.0% | +0.9% |
| 3Y | +24.9% | -10.3% | +35.2% | +23.5% |
| 5Y | +34.5% | +1.2% | +33.3% | +24.1% |
| 10Y | +215.5% | +198.3% | +17.2% | +76.9% |
| All | +215.5% | +196.2% | +19.3% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling