+12,596.5%
DHI vs PTC
+985.4%
+11,611.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.0% |
| 7D | -2.3% | -13.6% | +11.2% | +0.8% |
| 30D | -5.3% | -14.7% | +9.4% | -2.0% |
| 3M | -7.8% | -5.9% | -1.9% | -7.3% |
| 6M | -5.4% | -21.1% | +15.8% | -1.4% |
| YTD | -2.7% | -26.0% | +23.3% | +2.5% |
| 1Y | -21.0% | -36.8% | +15.9% | -13.8% |
| 3Y | +22.2% | -10.3% | +32.5% | +22.4% |
| 5Y | +62.2% | +1.2% | +61.0% | +57.6% |
| 10Y | +414.3% | +198.3% | +216.0% | +290.5% |
| All | +12,596.5% | +985.4% | +11,611.1% | +5,906.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling