-10.0%
DHR vs PTC
+60.7%
-70.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +3.7% | +1.2% | +2.5% | +3.3% |
| 3M | +14.5% | +27.4% | -12.9% | +4.9% |
| 6M | +40.9% | +39.2% | +1.7% | +23.9% |
| YTD | +2.4% | +12.5% | -10.1% | -2.9% |
| 1Y | +6.1% | +12.3% | -6.2% | +0.7% |
| 3Y | +21.0% | +28.8% | -7.8% | +3.5% |
| All | -10.0% | +60.7% | -70.7% | -32.9% |
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