-99.9%
DFNS vs PTC
+67.6%
-167.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.5% |
| 7D | -16.0% | -10.3% | -5.7% | -14.6% |
| 30D | -77.7% | +1.1% | -78.8% | -77.7% |
| 3M | -77.2% | +1.6% | -78.8% | -78.1% |
| 6M | -95.2% | -13.5% | -81.7% | -95.6% |
| YTD | -98.0% | -19.1% | -78.9% | -98.2% |
| 1Y | -98.3% | -33.9% | -64.4% | -98.6% |
| 3Y | -99.9% | -3.9% | -96.0% | -99.9% |
| 5Y | -99.9% | +6.0% | -105.9% | -99.9% |
| All | -99.9% | +67.6% | -167.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling