-99.6%
DFNS vs PTC
+0.1%
-99.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.6% | -18.9% | -18.9% |
| 7D | -27.7% | +0.1% | -27.8% | -27.8% |
| 30D | -58.0% | +1.5% | -59.5% | -58.7% |
| 3M | -94.0% | +37.8% | -131.7% | -96.9% |
| 6M | -94.6% | +41.2% | -135.8% | -97.7% |
| YTD | -99.4% | +12.0% | -111.5% | -99.7% |
| 1Y | -99.6% | +1.6% | -101.3% | -99.8% |
| All | -99.6% | +0.1% | -99.7% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling