+119.3%
DG vs PTC
+326.2%
-206.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +7.4% | +0.7% | +6.7% | +7.3% |
| 3M | +8.5% | +32.6% | -24.1% | +3.0% |
| 6M | +21.9% | +33.6% | -11.7% | +15.1% |
| YTD | +4.9% | +12.4% | -7.5% | +1.7% |
| 1Y | +40.4% | +11.2% | +29.2% | +36.3% |
| 3Y | +23.5% | +31.7% | -8.2% | +14.5% |
| 5Y | -32.3% | +60.1% | -92.4% | -40.4% |
| 10Y | +119.3% | +317.2% | -197.9% | +49.9% |
| All | +119.3% | +326.2% | -206.9% | +49.9% |
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 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