+32.2%
HPQ vs PTC
+1.8%
+30.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +1.0% | -2.3% |
| 7D | -0.5% | -12.8% | +12.3% | +5.0% |
| 30D | +3.7% | -9.8% | +13.5% | +7.7% |
| 3M | +24.3% | -2.1% | +26.4% | +23.3% |
| 6M | +64.8% | -18.1% | +82.9% | +76.7% |
| YTD | +43.9% | -23.5% | +67.4% | +58.8% |
| 1Y | +11.7% | -37.4% | +49.0% | +34.9% |
| 3Y | +19.7% | -7.2% | +26.9% | +15.0% |
| 5Y | +32.2% | +2.7% | +29.5% | +14.0% |
| All | +32.2% | +1.8% | +30.4% | +14.0% |
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