+2.7%
PTC vs LH
+31.3%
-28.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.2% |
| 7D | -12.8% | -0.8% | -12.0% | -12.5% |
| 30D | -9.8% | +2.0% | -11.8% | -10.5% |
| 3M | -2.1% | +24.3% | -26.3% | -10.5% |
| 6M | -18.1% | +21.1% | -39.2% | -24.4% |
| YTD | -23.5% | +30.4% | -54.0% | -31.8% |
| 1Y | -37.4% | +18.4% | -55.7% | -42.0% |
| 3Y | -7.2% | +65.5% | -72.7% | -26.4% |
| 5Y | +2.7% | +29.9% | -27.2% | -11.4% |
| All | +2.7% | +31.3% | -28.6% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling