+37.3%
XHB vs PTC
+1.8%
+35.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.1% | -0.4% |
| 7D | +0.2% | -12.8% | +13.0% | +5.3% |
| 30D | -9.1% | -9.8% | +0.7% | -5.9% |
| 3M | -2.3% | -2.1% | -0.3% | -3.1% |
| 6M | -4.1% | -18.1% | +14.0% | +2.3% |
| YTD | -1.7% | -23.5% | +21.8% | +7.7% |
| 1Y | -15.1% | -37.4% | +22.3% | +2.2% |
| 3Y | +26.8% | -7.2% | +34.1% | +21.3% |
| 5Y | +37.3% | +2.7% | +34.7% | +17.5% |
| All | +37.3% | +1.8% | +35.5% | +17.5% |
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