-100.0%
DFNS vs PTC
+132.7%
-232.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.0% |
| 7D | -42.8% | +0.8% | -43.6% | -42.9% |
| 30D | -67.6% | +0.7% | -68.3% | -67.6% |
| 3M | -94.9% | +32.6% | -127.5% | -95.0% |
| 6M | -96.7% | +33.6% | -130.3% | -97.0% |
| YTD | -99.6% | +12.4% | -112.0% | -99.7% |
| 1Y | -99.7% | +11.2% | -111.0% | -99.8% |
| 3Y | -100.0% | +31.7% | -131.7% | -100.0% |
| 5Y | -100.0% | +60.1% | -160.0% | -100.0% |
| All | -100.0% | +132.7% | -232.7% | -100.0% |
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