-7.2%
PTC vs LH
+64.5%
-71.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.3% |
| 7D | -12.8% | -0.8% | -12.0% | -12.5% |
| 30D | -9.8% | +2.0% | -11.8% | -10.4% |
| 3M | -2.1% | +24.3% | -26.3% | -9.7% |
| 6M | -18.1% | +21.1% | -39.2% | -23.8% |
| YTD | -23.5% | +30.4% | -54.0% | -30.9% |
| 1Y | -37.4% | +18.4% | -55.7% | -41.5% |
| 3Y | -7.2% | +65.5% | -72.7% | -20.6% |
| All | -7.2% | +64.5% | -71.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LH 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling