+56.8%
HAS vs PTC
+224.0%
-167.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +1.4% |
| 7D | -1.8% | -10.3% | +8.5% | +1.4% |
| 30D | +2.3% | +1.1% | +1.1% | +1.6% |
| 3M | +10.4% | +1.6% | +8.8% | +8.6% |
| 6M | -3.2% | -13.5% | +10.2% | -0.1% |
| YTD | +15.4% | -19.1% | +34.5% | +21.5% |
| 1Y | +18.8% | -33.9% | +52.7% | +33.5% |
| 3Y | +43.9% | -3.9% | +47.8% | +39.6% |
| 5Y | +13.9% | +6.0% | +7.9% | +4.5% |
| All | +56.8% | +224.0% | -167.2% | -12.3% |
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