+240.9%
DIA vs PTC
+326.2%
-85.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | +1.4% | +0.7% | +0.7% | +1.2% |
| 3M | -2.7% | +32.6% | -35.3% | -11.1% |
| 6M | +6.2% | +33.6% | -27.3% | -3.9% |
| YTD | +10.1% | +12.4% | -2.3% | +4.3% |
| 1Y | +13.0% | +11.2% | +1.8% | +7.4% |
| 3Y | +61.9% | +31.7% | +30.2% | +42.9% |
| 5Y | +57.1% | +60.1% | -3.0% | +27.9% |
| 10Y | +240.9% | +317.2% | -76.3% | +105.7% |
| All | +240.9% | +326.2% | -85.3% | +105.7% |
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