-100.0%
DFNS vs PTC
+32.2%
-132.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.2% | -12.5% | -12.3% |
| 7D | -44.0% | -0.2% | -43.8% | -44.0% |
| 30D | -69.1% | +0.8% | -69.9% | -69.2% |
| 3M | -95.6% | +32.1% | -127.7% | -95.9% |
| 6M | -96.2% | +42.6% | -138.8% | -96.8% |
| YTD | -99.6% | +12.0% | -111.6% | -99.7% |
| 1Y | -99.7% | +12.2% | -111.9% | -99.8% |
| 3Y | -100.0% | +31.2% | -131.2% | -100.0% |
| All | -100.0% | +32.2% | -132.1% | -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