+29.4%
XHB vs PTC
-2.9%
+32.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +2.5% |
| 7D | -1.3% | -10.3% | +9.0% | +1.5% |
| 30D | -6.9% | +1.1% | -8.0% | -7.5% |
| 3M | -1.3% | +1.6% | -2.9% | -2.4% |
| 6M | -6.8% | -13.5% | +6.7% | -2.4% |
| YTD | +0.7% | -19.1% | +19.8% | +8.1% |
| 1Y | -11.2% | -33.9% | +22.6% | +4.0% |
| All | +29.4% | -2.9% | +32.2% | +18.9% |
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 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