-28.2%
DHR vs PTC
+1.8%
-30.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.7% |
| 7D | -0.8% | -12.8% | +12.0% | +3.9% |
| 30D | +0.2% | -9.8% | +10.0% | +3.6% |
| 3M | +12.1% | -2.1% | +14.1% | +11.9% |
| 6M | +5.4% | -18.1% | +23.5% | +11.9% |
| YTD | -10.0% | -23.5% | +13.5% | -2.3% |
| 1Y | +4.1% | -37.4% | +41.4% | +21.4% |
| 3Y | -5.2% | -7.2% | +2.0% | -9.0% |
| 5Y | -28.2% | +2.7% | -30.9% | -36.5% |
| All | -28.2% | +1.8% | -30.1% | -36.5% |
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 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