+2,903.2%
HPQ vs PTC
+6,346.6%
-3,443.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.3% | +3.7% |
| 7D | +6.9% | -10.3% | +17.2% | +9.7% |
| 30D | +14.4% | +1.1% | +13.3% | +13.8% |
| 3M | +25.6% | +1.6% | +24.0% | +24.0% |
| 6M | +75.0% | -13.5% | +88.5% | +79.4% |
| YTD | +50.7% | -19.1% | +69.7% | +56.9% |
| 1Y | +18.7% | -33.9% | +52.5% | +29.7% |
| 3Y | +21.5% | -3.9% | +25.4% | +20.3% |
| 5Y | +31.6% | +6.0% | +25.5% | +26.3% |
| 10Y | +216.1% | +223.7% | -7.7% | +127.9% |
| All | +2,903.2% | +6,346.6% | -3,443.4% | +693.1% |
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