+621.7%
HPE vs PTC
+302.2%
+319.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.6% | -2.2% |
| 7D | -0.6% | -10.3% | +9.7% | +3.5% |
| 30D | -2.3% | +1.1% | -3.4% | -3.1% |
| 3M | -2.9% | +1.6% | -4.5% | -5.2% |
| 6M | +143.6% | -13.5% | +157.0% | +152.5% |
| YTD | +118.5% | -19.1% | +137.6% | +132.3% |
| 1Y | +129.2% | -33.9% | +163.1% | +164.3% |
| 3Y | +212.5% | -3.9% | +216.4% | +203.6% |
| 5Y | +286.9% | +6.0% | +280.9% | +252.2% |
| 10Y | +432.3% | +223.7% | +208.6% | +152.4% |
| All | +621.7% | +302.2% | +319.5% | +195.3% |
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