+58.2%
HCA vs PTC
-10.7%
+68.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.9% | -14.2% | +17.2% | +4.6% |
| 30D | +2.4% | -14.4% | +16.8% | +4.0% |
| 3M | +13.0% | -4.7% | +17.8% | +13.0% |
| 6M | -21.4% | -19.3% | -2.1% | -20.0% |
| YTD | -9.5% | -26.1% | +16.7% | -6.9% |
| 1Y | +7.5% | -37.1% | +44.6% | +12.8% |
| All | +58.2% | -10.7% | +68.9% | +47.2% |
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