+324.3%
DOCN vs PTC
-3.9%
+328.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.8% | +5.9% |
| 7D | +1.1% | -10.3% | +11.4% | +6.7% |
| 30D | -9.6% | +1.1% | -10.8% | -10.9% |
| 3M | -37.7% | +1.6% | -39.3% | -39.4% |
| 6M | +115.2% | -13.5% | +128.7% | +135.4% |
| YTD | +133.7% | -19.1% | +152.8% | +169.6% |
| 1Y | +250.2% | -33.9% | +284.0% | +374.5% |
| All | +324.3% | -3.9% | +328.1% | +247.0% |
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