+246.2%
DIA vs PTC
+204.7%
+41.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.4% |
| 7D | +0.1% | -12.8% | +12.8% | +3.8% |
| 30D | -2.1% | -9.8% | +7.7% | +0.5% |
| 3M | +4.2% | -2.1% | +6.2% | +3.6% |
| 6M | +11.9% | -18.1% | +30.0% | +17.0% |
| YTD | +10.8% | -23.5% | +34.3% | +17.9% |
| 1Y | +17.5% | -37.4% | +54.9% | +32.5% |
| 3Y | +59.9% | -7.2% | +67.2% | +56.8% |
| 5Y | +64.1% | +2.7% | +61.5% | +52.6% |
| 10Y | +246.2% | +203.4% | +42.8% | +123.2% |
| All | +246.2% | +204.7% | +41.5% | +123.2% |
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