+198.3%
PTC vs HRB
+205.6%
-7.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -2.9% |
| 7D | -13.6% | -10.6% | -3.0% | -11.1% |
| 30D | -14.7% | -0.8% | -13.8% | -14.8% |
| 3M | -5.9% | +19.1% | -25.0% | -10.2% |
| 6M | -21.1% | +48.7% | -69.8% | -28.9% |
| YTD | -26.0% | +7.1% | -33.1% | -28.4% |
| 1Y | -36.8% | -8.3% | -28.5% | -36.9% |
| 3Y | -10.3% | +25.8% | -36.1% | -18.1% |
| 5Y | +1.2% | +111.1% | -109.9% | -19.7% |
| 10Y | +198.3% | +206.6% | -8.3% | +101.0% |
| All | +198.3% | +205.6% | -7.3% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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