+343.8%
HPE vs PTC
+1.8%
+342.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.5% | +13.3% | +9.5% |
| 7D | +10.1% | -12.8% | +22.9% | +15.0% |
| 30D | +5.3% | -9.8% | +15.1% | +8.4% |
| 3M | +12.7% | -2.1% | +14.7% | +11.6% |
| 6M | +167.7% | -18.1% | +185.8% | +184.5% |
| YTD | +135.5% | -23.5% | +159.0% | +157.1% |
| 1Y | +143.4% | -37.4% | +180.7% | +189.0% |
| 3Y | +249.2% | -7.2% | +256.4% | +240.0% |
| 5Y | +343.8% | +2.7% | +341.2% | +296.6% |
| All | +343.8% | +1.8% | +342.0% | +296.6% |
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