+114.5%
HCA vs PTC
+60.7%
+53.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +6.1% | +1.2% | +4.9% | +5.8% |
| 3M | +21.4% | +27.4% | -5.9% | +14.6% |
| 6M | +17.2% | +39.2% | -22.0% | +7.4% |
| YTD | +7.5% | +12.5% | -5.0% | +3.9% |
| 1Y | +6.2% | +12.3% | -6.1% | +2.6% |
| 3Y | +122.0% | +28.8% | +93.2% | +94.6% |
| All | +114.5% | +60.7% | +53.9% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling