+498.2%
HCA vs PTC
+205.0%
+293.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | +5.4% | -7.3% | +12.7% | +7.8% |
| 30D | +3.0% | -11.6% | +14.6% | +6.7% |
| 3M | +13.0% | +10.5% | +2.6% | +8.6% |
| 6M | -20.3% | -17.8% | -2.4% | -16.4% |
| YTD | -8.2% | -24.9% | +16.7% | -1.2% |
| 1Y | +6.7% | -36.8% | +43.5% | +21.4% |
| 3Y | +60.4% | -8.7% | +69.1% | +54.3% |
| 5Y | +73.4% | +4.1% | +69.3% | +55.0% |
| All | +498.2% | +205.0% | +293.2% | +245.8% |
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 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