+56.9%
DLR vs PTC
-2.9%
+59.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | +1.4% |
| 7D | +1.6% | -10.3% | +11.8% | +3.5% |
| 30D | -3.4% | +1.1% | -4.5% | -3.9% |
| 3M | +0.5% | +1.6% | -1.1% | -0.5% |
| 6M | +4.6% | -13.5% | +18.0% | +7.5% |
| YTD | +23.4% | -19.1% | +42.5% | +29.0% |
| 1Y | +19.0% | -33.9% | +52.9% | +32.3% |
| All | +56.9% | -2.9% | +59.8% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling