+107.3%
DG vs PTC
+204.7%
-97.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -3.1% |
| 7D | -2.5% | -12.8% | +10.3% | -0.3% |
| 30D | +1.0% | -9.8% | +10.8% | +2.6% |
| 3M | +20.3% | -2.1% | +22.4% | +20.1% |
| 6M | -11.7% | -18.1% | +6.4% | -9.4% |
| YTD | -2.3% | -23.5% | +21.2% | +1.2% |
| 1Y | +20.0% | -37.4% | +57.4% | +28.3% |
| 3Y | +7.2% | -7.2% | +14.5% | +5.6% |
| 5Y | -37.9% | +2.7% | -40.6% | -41.0% |
| 10Y | +107.3% | +203.4% | -96.1% | +53.5% |
| All | +107.3% | +204.7% | -97.4% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling