+3,340.7%
DLR vs PTC
+1,386.2%
+1,954.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -3.5% | +0.8% | -4.2% | -3.7% |
| 3M | -8.9% | +32.1% | -41.0% | -18.5% |
| 6M | -11.6% | +42.6% | -54.2% | -23.9% |
| YTD | +14.9% | +12.0% | +2.9% | +6.5% |
| 1Y | +6.4% | +12.2% | -5.7% | -1.5% |
| 3Y | +47.3% | +31.2% | +16.0% | +26.5% |
| 5Y | +32.8% | +54.9% | -22.1% | +6.0% |
| 10Y | +169.6% | +343.1% | -173.6% | +30.9% |
| All | +3,340.7% | +1,386.2% | +1,954.5% | +733.6% |
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