+71.1%
HCA vs PTC
+0.6%
+70.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.9% | -14.2% | +17.2% | +6.6% |
| 30D | +2.4% | -14.4% | +16.8% | +5.9% |
| 3M | +13.0% | -4.7% | +17.8% | +13.3% |
| 6M | -21.4% | -19.3% | -2.1% | -18.0% |
| YTD | -9.5% | -26.1% | +16.7% | -3.5% |
| 1Y | +7.5% | -37.1% | +44.6% | +19.6% |
| 3Y | +57.6% | -10.4% | +68.0% | +49.4% |
| 5Y | +71.1% | +2.5% | +68.7% | +45.2% |
| All | +71.1% | +0.6% | +70.5% | +45.2% |
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 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