+198.3%
PTC vs HBM
+625.8%
-427.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -13.6% | +5.5% | -19.1% | -14.5% |
| 30D | -14.7% | +3.3% | -17.9% | -15.4% |
| 3M | -5.9% | +12.7% | -18.5% | -9.1% |
| 6M | -21.1% | +28.2% | -49.3% | -26.8% |
| YTD | -26.0% | +45.3% | -71.3% | -33.9% |
| 1Y | -36.8% | +121.7% | -158.5% | -48.6% |
| 3Y | -10.3% | +523.5% | -533.8% | -44.0% |
| 5Y | +1.2% | +393.9% | -392.7% | -37.3% |
| 10Y | +198.3% | +647.9% | -449.6% | +37.0% |
| All | +198.3% | +625.8% | -427.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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