-4.6%
HD vs PTC
+0.1%
-4.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +6.0% | +6.5% |
| 7D | +11.9% | +0.1% | +11.8% | +11.9% |
| 30D | +26.4% | +1.5% | +24.9% | +26.4% |
| 3M | +2.8% | +37.8% | -34.9% | +1.1% |
| 6M | +15.5% | +41.2% | -25.8% | +12.6% |
| YTD | +5.5% | +12.0% | -6.5% | +6.8% |
| 1Y | -4.6% | +1.6% | -6.2% | -0.8% |
| All | -4.6% | +0.1% | -4.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling