-7.5%
HDB vs PTC
+29.1%
-36.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.7% | +0.5% | +2.3% | +2.7% |
| 30D | +14.1% | +1.2% | +12.9% | +14.0% |
| 3M | +11.8% | +27.4% | -15.5% | +9.2% |
| 6M | +8.2% | +39.2% | -31.0% | +4.0% |
| YTD | -29.3% | +12.5% | -41.8% | -29.9% |
| 1Y | -28.8% | +12.3% | -41.1% | -29.4% |
| 3Y | -7.5% | +28.8% | -36.3% | -19.8% |
| All | -7.5% | +29.1% | -36.6% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling