+76.3%
DE vs PTC
-10.6%
+86.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | -3.0% | -13.6% | +10.5% | -1.1% |
| 30D | +11.1% | -14.7% | +25.8% | +13.5% |
| 3M | +17.6% | -5.9% | +23.5% | +18.2% |
| 6M | +13.6% | -21.1% | +34.7% | +18.8% |
| YTD | +46.3% | -26.0% | +72.3% | +55.3% |
| 1Y | +44.2% | -36.8% | +81.0% | +60.2% |
| All | +76.3% | -10.6% | +86.8% | +63.9% |
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