+119.8%
HIG vs PTC
-0.9%
+120.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +3.9% | +1.3% |
| 7D | -0.5% | -13.6% | +13.1% | +2.2% |
| 30D | -2.8% | -14.7% | +11.8% | -0.1% |
| 3M | +6.3% | -5.9% | +12.2% | +6.9% |
| 6M | -0.1% | -21.1% | +21.0% | +3.9% |
| YTD | +0.4% | -26.0% | +26.4% | +5.7% |
| 1Y | +6.2% | -36.8% | +43.1% | +15.6% |
| 3Y | +101.6% | -10.3% | +111.9% | +97.3% |
| 5Y | +119.8% | +1.2% | +118.7% | +106.1% |
| All | +119.8% | -0.9% | +120.8% | +106.1% |
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