-34.6%
DG vs PTC
+6.0%
-40.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.3% |
| 7D | +8.4% | -10.3% | +18.7% | +9.9% |
| 30D | +4.9% | +1.1% | +3.8% | +4.7% |
| 3M | +29.3% | +1.6% | +27.7% | +28.4% |
| 6M | -11.3% | -13.5% | +2.2% | -10.1% |
| YTD | +1.8% | -19.1% | +20.8% | +3.8% |
| 1Y | +25.3% | -33.9% | +59.2% | +30.8% |
| 3Y | +9.1% | -3.9% | +13.0% | +6.3% |
| All | -34.6% | +6.0% | -40.6% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling