+390.2%
HPE vs PTC
+317.3%
+72.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | -28.6% | +0.9% | -29.5% | -28.7% |
| 3M | -7.4% | +30.4% | -37.7% | -17.1% |
| 6M | +63.7% | +34.4% | +29.3% | +42.9% |
| YTD | +111.7% | +12.6% | +99.1% | +97.2% |
| 1Y | +123.5% | +10.2% | +113.3% | +109.9% |
| 3Y | +238.7% | +29.4% | +209.3% | +192.8% |
| 5Y | +261.0% | +63.7% | +197.3% | +179.2% |
| 10Y | +390.2% | +316.9% | +73.3% | +148.5% |
| All | +390.2% | +317.3% | +72.9% | +148.5% |
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