-2.6%
HD vs PTC
+10.9%
-13.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +5.2% | +1.3% | +3.9% | +5.2% |
| 30D | +20.7% | +1.1% | +19.6% | +20.7% |
| 3M | +0.8% | +30.1% | -29.3% | -0.3% |
| 6M | +12.2% | +34.0% | -21.8% | +10.2% |
| YTD | +4.2% | +12.8% | -8.6% | +5.8% |
| 1Y | -2.6% | +10.7% | -13.3% | -0.6% |
| All | -2.6% | +10.9% | -13.5% | -0.6% |
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 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