+217.2%
HPQ vs PTC
+200.2%
+17.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +3.5% | -14.2% | +17.7% | +9.9% |
| 30D | +13.7% | -14.4% | +28.1% | +20.6% |
| 3M | +33.9% | -4.7% | +38.6% | +34.1% |
| 6M | +80.9% | -19.3% | +100.2% | +94.0% |
| YTD | +52.6% | -26.1% | +78.7% | +69.5% |
| 1Y | +21.2% | -37.1% | +58.3% | +44.2% |
| 3Y | +26.9% | -10.4% | +37.3% | +26.1% |
| 5Y | +41.1% | +2.5% | +38.7% | +29.4% |
| All | +217.2% | +200.2% | +17.0% | +74.2% |
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 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