+151.9%
HPQ vs PTC
+313.0%
-161.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -1.9% | +0.8% | -2.8% | -2.2% |
| 30D | -5.7% | +1.2% | -6.9% | -6.1% |
| 3M | -0.4% | +32.6% | -33.0% | -13.1% |
| 6M | +40.0% | +36.1% | +3.9% | +19.6% |
| YTD | +34.6% | +12.7% | +22.0% | +23.9% |
| 1Y | +20.4% | +10.2% | +10.2% | +11.9% |
| 3Y | +18.3% | +29.4% | -11.1% | -0.2% |
| 5Y | +9.6% | +61.1% | -51.5% | -17.7% |
| All | +151.9% | +313.0% | -161.1% | +20.5% |
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