+75.8%
HBAN vs PTC
-10.6%
+86.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.1% |
| 7D | -1.5% | -13.6% | +12.1% | +2.3% |
| 30D | -5.5% | -14.7% | +9.1% | -1.8% |
| 3M | -0.2% | -5.9% | +5.7% | +0.3% |
| 6M | +5.2% | -21.1% | +26.3% | +12.8% |
| YTD | -2.3% | -26.0% | +23.7% | +7.4% |
| 1Y | -2.2% | -36.8% | +34.6% | +15.0% |
| All | +75.8% | -10.6% | +86.3% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling