+61.3%
HDB vs PTC
+326.2%
-264.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +13.7% | +0.8% | +12.9% | +13.5% |
| 30D | +15.8% | +0.7% | +15.1% | +15.6% |
| 3M | +9.2% | +32.6% | -23.4% | -0.2% |
| 6M | +3.2% | +33.6% | -30.4% | -6.7% |
| YTD | -29.4% | +12.4% | -41.8% | -33.1% |
| 1Y | -27.9% | +11.2% | -39.1% | -31.6% |
| 3Y | -5.9% | +31.7% | -37.6% | -17.6% |
| 5Y | -23.5% | +60.1% | -83.6% | -38.5% |
| 10Y | +61.3% | +317.2% | -255.9% | -7.2% |
| All | +61.3% | +326.2% | -264.8% | -7.2% |
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