+597.9%
HPE vs PTC
+459.8%
+138.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +13.6% | +0.8% | +12.7% | +13.3% |
| 30D | -27.1% | +1.2% | -28.3% | -27.4% |
| 3M | -14.5% | +32.6% | -47.1% | -24.3% |
| 6M | +66.9% | +36.1% | +30.9% | +43.9% |
| YTD | +111.3% | +12.7% | +98.7% | +95.7% |
| 1Y | +117.5% | +10.2% | +107.3% | +103.2% |
| 3Y | +238.1% | +29.4% | +208.6% | +189.8% |
| 5Y | +292.4% | +61.1% | +231.3% | +201.5% |
| 10Y | +389.3% | +317.1% | +72.2% | +111.9% |
| All | +597.9% | +459.8% | +138.2% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling