+225.0%
HPE vs PTC
-2.9%
+227.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.6% | -2.7% |
| 7D | -0.6% | -10.3% | +9.7% | +2.6% |
| 30D | -2.3% | +1.1% | -3.4% | -2.9% |
| 3M | -2.9% | +1.6% | -4.5% | -3.7% |
| 6M | +143.6% | -13.5% | +157.0% | +158.9% |
| YTD | +118.5% | -19.1% | +137.6% | +139.2% |
| 1Y | +129.2% | -33.9% | +163.1% | +176.5% |
| All | +225.0% | -2.9% | +227.8% | +185.2% |
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 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