+1,853.8%
PTC vs HBM
+471.0%
+1,382.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.0% |
| 7D | +1.3% | +2.4% | -1.1% | +0.7% |
| 30D | +1.1% | -16.0% | +17.0% | +4.0% |
| 3M | +30.1% | -21.3% | +51.5% | +34.9% |
| 6M | +34.0% | -12.2% | +46.3% | +33.5% |
| YTD | +12.8% | +10.7% | +2.2% | +5.1% |
| 1Y | +10.7% | +30.3% | -19.6% | -0.5% |
| 3Y | +29.6% | +432.2% | -402.6% | -16.9% |
| 5Y | +63.5% | +218.8% | -155.3% | +10.5% |
| 10Y | +316.7% | +281.4% | +35.3% | +129.5% |
| All | +1,853.8% | +471.0% | +1,382.8% | +698.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling