+784.1%
DE vs PTC
+317.3%
+466.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +9.3% | +0.9% | +8.4% | +9.1% |
| 3M | +12.2% | +30.4% | -18.2% | +2.2% |
| 6M | +18.1% | +34.4% | -16.3% | +5.5% |
| YTD | +49.8% | +12.6% | +37.2% | +40.8% |
| 1Y | +46.4% | +10.2% | +36.2% | +38.5% |
| 3Y | +92.5% | +29.4% | +63.2% | +67.8% |
| 5Y | +107.4% | +63.7% | +43.6% | +61.8% |
| 10Y | +784.1% | +316.9% | +467.2% | +343.1% |
| All | +784.1% | +317.3% | +466.7% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling