-35.6%
DOCN vs PTC
+55.9%
-91.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -19.2% | -0.2% | -18.9% | -19.0% |
| 30D | -43.1% | +0.8% | -43.8% | -43.3% |
| 3M | -40.7% | +32.1% | -72.8% | -53.6% |
| 6M | -55.0% | +42.6% | -97.6% | -68.9% |
| YTD | +50.6% | +12.0% | +38.6% | +32.2% |
| 1Y | +54.0% | +12.2% | +41.8% | +34.7% |
| 3Y | +203.9% | +31.2% | +172.7% | +103.5% |
| All | -35.6% | +55.9% | -91.5% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling