+1,129.1%
DIA vs PTC
+139.4%
+989.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +0.5% |
| 7D | -0.2% | -10.3% | +10.1% | +1.6% |
| 30D | -1.5% | +1.1% | -2.7% | -1.9% |
| 3M | +3.8% | +1.6% | +2.2% | +2.9% |
| 6M | +10.3% | -13.5% | +23.7% | +12.1% |
| YTD | +12.1% | -19.1% | +31.1% | +15.0% |
| 1Y | +18.6% | -33.9% | +52.5% | +25.7% |
| 3Y | +60.6% | -3.9% | +64.5% | +58.9% |
| 5Y | +64.4% | +6.0% | +58.4% | +58.5% |
| 10Y | +250.1% | +223.7% | +26.4% | +177.3% |
| All | +1,129.1% | +139.4% | +989.7% | +613.1% |
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 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