+254.2%
HD vs PTC
+334.9%
-80.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | +4.3% | -0.2% | +4.6% | +4.4% |
| 30D | +20.2% | +0.8% | +19.4% | +19.9% |
| 3M | -1.0% | +32.1% | -33.1% | -9.9% |
| 6M | +7.9% | +42.6% | -34.7% | -5.0% |
| YTD | +2.0% | +12.0% | -10.0% | -3.6% |
| 1Y | -4.3% | +12.2% | -16.5% | -9.7% |
| 3Y | +25.9% | +31.2% | -5.3% | +10.3% |
| 5Y | +5.8% | +54.9% | -49.1% | -13.9% |
| All | +254.2% | +334.9% | -80.7% | +104.2% |
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 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