+30.0%
XHB vs PTC
+60.7%
-30.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | +9.9% | +1.2% | +8.7% | +9.5% |
| 3M | -6.3% | +27.4% | -33.7% | -14.6% |
| 6M | +3.8% | +39.2% | -35.3% | -9.7% |
| YTD | +0.1% | +12.5% | -12.4% | -4.8% |
| 1Y | -0.8% | +12.3% | -13.1% | -5.6% |
| 3Y | +35.6% | +28.8% | +6.8% | +15.2% |
| All | +30.0% | +60.7% | -30.6% | -4.9% |
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 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