+8.5%
HD vs PTC
+62.1%
-53.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +20.9% | +0.9% | +20.0% | +20.6% |
| 3M | -0.2% | +30.4% | -30.5% | -7.0% |
| 6M | +14.5% | +34.4% | -19.9% | +5.0% |
| YTD | +4.3% | +12.6% | -8.3% | +0.7% |
| 1Y | -3.5% | +10.2% | -13.7% | -6.2% |
| 3Y | +30.1% | +29.4% | +0.8% | +15.1% |
| 5Y | +8.5% | +63.7% | -55.3% | -14.9% |
| All | +8.5% | +62.1% | -53.7% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling