+101.8%
DASH vs PTC
+32.2%
+69.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -6.0% | +0.8% | -6.8% | -6.3% |
| 3M | -15.8% | +32.1% | -47.9% | -26.5% |
| 6M | +7.0% | +42.6% | -35.7% | -11.8% |
| YTD | -20.7% | +12.0% | -32.6% | -24.4% |
| 1Y | -8.5% | +12.2% | -20.7% | -13.0% |
| 3Y | +101.8% | +31.2% | +70.6% | +52.2% |
| All | +101.8% | +32.2% | +69.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling