-28.4%
HDB vs PTC
+10.5%
-39.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +13.7% | +0.8% | +12.9% | +13.7% |
| 30D | +15.8% | +0.7% | +15.1% | +15.8% |
| 3M | +9.2% | +32.6% | -23.4% | +7.6% |
| 6M | +3.2% | +33.6% | -30.4% | +1.6% |
| YTD | -29.4% | +12.4% | -41.8% | -29.8% |
| All | -28.4% | +10.5% | -39.0% | -28.8% |
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 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