+34.0%
HDB vs PTC
+204.7%
-170.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -1.5% |
| 7D | -2.0% | -12.8% | +10.7% | +1.7% |
| 30D | -4.9% | -9.8% | +4.9% | -2.4% |
| 3M | -2.3% | -2.1% | -0.2% | -2.8% |
| 6M | -23.7% | -18.1% | -5.6% | -20.2% |
| YTD | -38.5% | -23.5% | -15.0% | -34.5% |
| 1Y | -36.5% | -37.4% | +0.9% | -28.4% |
| 3Y | -28.5% | -7.2% | -21.2% | -30.5% |
| 5Y | -37.4% | +2.7% | -40.0% | -42.5% |
| 10Y | +34.0% | +203.4% | -169.4% | -17.8% |
| All | +34.0% | +204.7% | -170.7% | -17.8% |
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 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