-31.1%
DOCN vs PTC
+59.6%
-90.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.3% | -15.6% | -15.7% |
| 7D | -29.3% | -0.1% | -29.2% | -29.3% |
| 30D | -46.0% | +0.8% | -46.9% | -46.3% |
| 3M | -43.2% | +39.6% | -82.8% | -57.7% |
| 6M | -53.7% | +41.5% | -95.2% | -67.8% |
| YTD | +46.9% | +11.7% | +35.2% | +29.1% |
| 1Y | +54.3% | +2.4% | +51.9% | +46.7% |
| 3Y | +185.5% | +31.9% | +153.6% | +89.5% |
| 5Y | -31.1% | +54.5% | -85.6% | -59.6% |
| All | -31.1% | +59.6% | -90.7% | -59.6% |
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 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