+178.7%
XHB vs PTC
+753.4%
-574.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +3.7% |
| 7D | -1.3% | -10.3% | +9.0% | +3.6% |
| 30D | -6.9% | +1.1% | -8.0% | -7.9% |
| 3M | -1.3% | +1.6% | -2.9% | -4.1% |
| 6M | -6.8% | -13.5% | +6.7% | -3.2% |
| YTD | +0.7% | -19.1% | +19.8% | +7.4% |
| 1Y | -11.2% | -33.9% | +22.6% | +3.9% |
| 3Y | +25.3% | -3.9% | +29.2% | +19.9% |
| 5Y | +37.3% | +6.0% | +31.3% | +22.5% |
| 10Y | +211.5% | +223.7% | -12.2% | +40.5% |
| All | +178.7% | +753.4% | -574.7% | -45.2% |
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