+177.5%
DLR vs PTC
+326.2%
-148.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +2.4% | +0.8% | +1.6% | +2.2% |
| 30D | +0.7% | +0.7% | 0.0% | +0.6% |
| 3M | -6.4% | +32.6% | -39.0% | -13.3% |
| 6M | -6.5% | +33.6% | -40.1% | -14.1% |
| YTD | +18.8% | +12.4% | +6.4% | +13.4% |
| 1Y | +9.0% | +11.2% | -2.2% | +4.4% |
| 3Y | +54.5% | +31.7% | +22.8% | +39.1% |
| 5Y | +35.8% | +60.1% | -24.2% | +15.1% |
| 10Y | +177.5% | +317.2% | -139.7% | +84.2% |
| All | +177.5% | +326.2% | -148.7% | +84.2% |
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