+2,583.1%
HPQ vs PTC
+8,871.4%
-6,288.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -1.9% | +0.8% | -2.8% | -2.1% |
| 30D | -5.7% | +1.2% | -6.9% | -6.0% |
| 3M | -0.4% | +32.6% | -33.0% | -8.7% |
| 6M | +40.0% | +36.1% | +3.9% | +26.8% |
| YTD | +34.6% | +12.7% | +22.0% | +27.2% |
| 1Y | +20.4% | +10.2% | +10.2% | +14.4% |
| 3Y | +18.3% | +29.4% | -11.1% | +7.2% |
| 5Y | +9.6% | +61.1% | -51.5% | -6.3% |
| 10Y | +156.3% | +317.1% | -160.8% | +70.8% |
| All | +2,583.1% | +8,871.4% | -6,288.3% | +543.1% |
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