-96.4%
DFNS vs PTC
+35.3%
-131.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.4% |
| 7D | -42.8% | +0.8% | -43.6% | -43.3% |
| 30D | -67.6% | +0.7% | -68.3% | -67.8% |
| 3M | -94.9% | +32.6% | -127.5% | -97.0% |
| All | -96.4% | +35.3% | -131.7% | -99.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling