+183.0%
DLR vs PTC
+312.8%
-129.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +0.5% | +0.9% | -0.4% | +0.4% |
| 3M | -4.4% | +30.4% | -34.8% | -11.0% |
| 6M | -6.4% | +34.4% | -40.9% | -14.2% |
| YTD | +19.5% | +12.6% | +6.9% | +14.1% |
| 1Y | +10.5% | +10.2% | +0.3% | +6.0% |
| 3Y | +54.0% | +29.4% | +24.6% | +39.3% |
| 5Y | +39.7% | +63.7% | -24.0% | +17.8% |
| All | +183.0% | +312.8% | -129.8% | +89.3% |
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