+3,324.5%
HAS vs PTC
+6,346.6%
-3,022.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +0.4% |
| 7D | -1.8% | -10.3% | +8.5% | -0.2% |
| 30D | +2.3% | +1.1% | +1.1% | +2.0% |
| 3M | +10.4% | +1.6% | +8.8% | +9.5% |
| 6M | -3.2% | -13.5% | +10.2% | -1.8% |
| YTD | +15.4% | -19.1% | +34.5% | +18.2% |
| 1Y | +18.8% | -33.9% | +52.7% | +25.3% |
| 3Y | +43.9% | -3.9% | +47.8% | +42.8% |
| 5Y | +13.9% | +6.0% | +7.9% | +10.5% |
| 10Y | +56.4% | +223.7% | -167.3% | +27.6% |
| All | +3,324.5% | +6,346.6% | -3,022.1% | +1,260.8% |
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