+53.3%
DIA vs PTC
+55.9%
-2.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +0.3% | +0.8% | -0.5% | +0.1% |
| 3M | -4.5% | +32.1% | -36.6% | -10.8% |
| 6M | +3.4% | +42.6% | -39.3% | -6.1% |
| YTD | +7.8% | +12.0% | -4.2% | +4.7% |
| 1Y | +10.7% | +12.2% | -1.4% | +7.5% |
| 3Y | +57.5% | +31.2% | +26.3% | +41.1% |
| All | +53.3% | +55.9% | -2.6% | +27.1% |
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