-100.0%
DFNS vs PTC
+29.1%
-129.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.0% | +0.5% | -6.4% | -6.1% |
| 30D | -71.2% | +1.2% | -72.4% | -71.3% |
| 3M | -94.5% | +27.4% | -121.9% | -94.8% |
| 6M | -96.5% | +39.2% | -135.7% | -97.2% |
| YTD | -99.6% | +12.5% | -112.1% | -99.8% |
| 1Y | -99.7% | +12.3% | -112.0% | -99.8% |
| 3Y | -100.0% | +28.8% | -128.8% | -100.0% |
| All | -100.0% | +29.1% | -129.1% | -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 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