-98.3%
DFNS vs PTC
-38.1%
-60.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +12.2% |
| 7D | +0.8% | -12.8% | +13.6% | +37.0% |
| 30D | -73.2% | -9.8% | -63.4% | -67.9% |
| 3M | -72.4% | -2.1% | -70.4% | -75.5% |
| 6M | -95.2% | -18.1% | -77.1% | -94.8% |
| YTD | -98.0% | -23.5% | -74.5% | -97.5% |
| 1Y | -98.3% | -37.4% | -60.9% | -96.6% |
| All | -98.3% | -38.1% | -60.2% | -96.6% |
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