+5.3%
HCA vs PTC
-37.4%
+42.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.9% | -14.2% | +17.2% | +3.7% |
| 30D | +2.4% | -14.4% | +16.8% | +3.2% |
| 3M | +13.0% | -4.7% | +17.8% | +12.0% |
| 6M | -21.4% | -19.3% | -2.1% | -21.8% |
| YTD | -9.5% | -26.1% | +16.6% | -10.0% |
| All | +5.3% | -37.4% | +42.7% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling