+215.7%
DHR vs PTC
+196.2%
+19.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.8% |
| 7D | -2.4% | -13.6% | +11.2% | +2.0% |
| 30D | -2.2% | -14.7% | +12.5% | +2.6% |
| 3M | +9.0% | -5.9% | +14.9% | +10.2% |
| 6M | +3.5% | -21.1% | +24.6% | +10.3% |
| YTD | -10.1% | -26.0% | +15.9% | -2.5% |
| 1Y | +6.2% | -36.8% | +43.0% | +20.9% |
| 3Y | -5.4% | -10.3% | +4.9% | -5.8% |
| 5Y | -27.9% | +1.2% | -29.1% | -32.1% |
| 10Y | +215.7% | +198.3% | +17.4% | +101.5% |
| All | +215.7% | +196.2% | +19.6% | +101.5% |
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