+2,071.1%
HCA vs PTC
+758.1%
+1,312.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | +21.4% | +27.4% | -5.9% | +11.4% |
| 6M | +17.2% | +39.2% | -22.0% | +3.7% |
| YTD | +7.5% | +12.5% | -5.0% | +0.9% |
| 1Y | +6.2% | +12.3% | -6.1% | -0.4% |
| 3Y | +122.0% | +28.8% | +93.2% | +93.2% |
| 5Y | +112.2% | +60.9% | +51.3% | +68.6% |
| 10Y | +675.7% | +316.6% | +359.1% | +330.8% |
| All | +2,071.1% | +758.1% | +1,312.9% | +819.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling