+404.6%
DHI vs PTC
+205.0%
+199.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | -3.4% | -7.3% | +3.9% | -0.6% |
| 30D | -5.4% | -11.6% | +6.2% | -1.1% |
| 3M | -10.4% | +10.5% | -20.9% | -14.8% |
| 6M | -2.8% | -17.8% | +15.0% | +2.9% |
| YTD | -3.4% | -24.9% | +21.5% | +5.6% |
| 1Y | -22.9% | -36.8% | +13.9% | -9.5% |
| 3Y | +20.7% | -8.7% | +29.4% | +18.2% |
| 5Y | +62.1% | +4.1% | +58.0% | +47.1% |
| All | +404.6% | +205.0% | +199.6% | +185.0% |
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