+63.2%
DHI vs PTC
+4.1%
+59.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | -3.4% | -7.3% | +3.9% | -0.7% |
| 30D | -5.4% | -11.6% | +6.2% | -1.3% |
| 3M | -10.4% | +10.5% | -20.9% | -14.8% |
| 6M | -2.8% | -17.8% | +15.0% | +3.4% |
| YTD | -3.4% | -24.9% | +21.5% | +6.5% |
| 1Y | -22.9% | -36.8% | +13.9% | -8.0% |
| 3Y | +20.7% | -8.7% | +29.4% | +15.5% |
| All | +63.2% | +4.1% | +59.1% | +34.0% |
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 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