+3,595.6%
DLR vs PTC
+974.4%
+2,621.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | +2.3% |
| 7D | +1.6% | -10.3% | +11.8% | +5.1% |
| 30D | -3.4% | +1.1% | -4.5% | -4.1% |
| 3M | +0.5% | +1.6% | -1.1% | -1.3% |
| 6M | +4.6% | -13.5% | +18.0% | +7.7% |
| YTD | +23.4% | -19.1% | +42.5% | +29.4% |
| 1Y | +19.0% | -33.9% | +52.9% | +33.2% |
| 3Y | +56.5% | -3.9% | +60.4% | +51.3% |
| 5Y | +33.3% | +6.0% | +27.3% | +22.3% |
| 10Y | +165.1% | +223.7% | -58.6% | +44.7% |
| All | +3,595.6% | +974.4% | +2,621.2% | +912.8% |
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