+257.9%
HD vs PTC
+326.2%
-68.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +3.6% | +0.8% | +2.8% | +3.4% |
| 30D | +21.6% | +0.7% | +20.8% | +21.3% |
| 3M | +0.1% | +32.6% | -32.5% | -8.9% |
| 6M | +13.0% | +33.6% | -20.6% | +1.7% |
| YTD | +4.9% | +12.4% | -7.5% | -0.9% |
| 1Y | -2.1% | +11.2% | -13.3% | -7.3% |
| 3Y | +32.6% | +31.7% | +0.9% | +16.1% |
| 5Y | +8.2% | +60.1% | -51.8% | -12.8% |
| 10Y | +257.9% | +317.2% | -59.3% | +107.0% |
| All | +257.9% | +326.2% | -68.3% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling