+165.8%
DLR vs PTC
+204.7%
-39.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.9% |
| 7D | +3.4% | -12.8% | +16.2% | +6.7% |
| 30D | -2.2% | -9.8% | +7.6% | -0.1% |
| 3M | +4.7% | -2.1% | +6.8% | +4.2% |
| 6M | +9.0% | -18.1% | +27.1% | +13.1% |
| YTD | +24.1% | -23.5% | +47.7% | +30.6% |
| 1Y | +20.9% | -37.4% | +58.3% | +33.9% |
| 3Y | +60.0% | -7.2% | +67.3% | +57.3% |
| 5Y | +35.3% | +2.7% | +32.6% | +27.7% |
| 10Y | +165.8% | +203.4% | -37.7% | +90.3% |
| All | +165.8% | +204.7% | -39.0% | +90.3% |
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