+114.6%
DG vs PTC
+324.4%
-209.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +9.5% | +0.8% | +8.7% | +9.4% |
| 3M | +5.5% | +32.1% | -26.6% | +0.2% |
| 6M | +16.1% | +42.6% | -26.5% | +8.4% |
| YTD | +2.7% | +12.0% | -9.3% | -0.4% |
| 1Y | +42.1% | +12.2% | +29.9% | +37.7% |
| 3Y | +19.3% | +31.2% | -12.0% | +10.6% |
| 5Y | -35.3% | +54.9% | -90.2% | -42.7% |
| All | +114.6% | +324.4% | -209.8% | +46.7% |
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