+1,658.7%
HCA vs PTC
+517.4%
+1,141.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +0.8% |
| 7D | -3.1% | -10.3% | +7.2% | +0.1% |
| 30D | -1.1% | +1.1% | -2.3% | -1.8% |
| 3M | +12.2% | +1.6% | +10.5% | +10.6% |
| 6M | -25.3% | -13.5% | -11.9% | -23.0% |
| YTD | -12.9% | -19.1% | +6.1% | -8.7% |
| 1Y | -0.9% | -33.9% | +32.9% | +10.3% |
| 3Y | +47.6% | -3.9% | +51.5% | +41.6% |
| 5Y | +67.0% | +6.0% | +60.9% | +52.0% |
| 10Y | +471.4% | +223.7% | +247.7% | +247.0% |
| All | +1,658.7% | +517.4% | +1,141.3% | +732.2% |
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 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