+20.0%
DG vs PTC
-38.1%
+58.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -2.7% |
| 7D | -2.5% | -12.8% | +10.3% | +0.7% |
| 30D | +1.0% | -9.8% | +10.8% | +3.3% |
| 3M | +20.3% | -2.1% | +22.4% | +19.6% |
| 6M | -11.7% | -18.1% | +6.4% | -6.8% |
| YTD | -2.3% | -23.5% | +21.2% | +7.0% |
| 1Y | +20.0% | -37.4% | +57.4% | +45.4% |
| All | +20.0% | -38.1% | +58.1% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling