+62,326.8%
DHR vs PTC
+8,866.4%
+53,460.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +6.4% | +0.9% | +5.5% | +6.2% |
| 3M | +13.6% | +30.4% | -16.7% | +8.5% |
| 6M | +41.9% | +34.4% | +7.4% | +34.5% |
| YTD | +3.4% | +12.6% | -9.2% | +0.4% |
| 1Y | +9.9% | +10.2% | -0.3% | +7.0% |
| 3Y | +21.6% | +29.4% | -7.8% | +15.0% |
| 5Y | -10.6% | +63.7% | -74.3% | -18.5% |
| 10Y | +245.2% | +316.9% | -71.7% | +172.2% |
| All | +62,326.8% | +8,866.4% | +53,460.4% | +25,165.6% |
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