+1,524.1%
HWM vs PTC
+334.9%
+1,189.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | -7.5% | +0.8% | -8.3% | -7.8% |
| 3M | -28.9% | +32.1% | -61.0% | -37.9% |
| 6M | -19.6% | +42.6% | -62.2% | -33.3% |
| YTD | +0.6% | +12.0% | -11.4% | -7.9% |
| 1Y | +0.3% | +12.2% | -11.8% | -8.3% |
| 3Y | +326.1% | +31.2% | +294.9% | +249.9% |
| 5Y | +525.2% | +54.9% | +470.3% | +361.4% |
| All | +1,524.1% | +334.9% | +1,189.2% | +568.2% |
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