+164.6%
DOCN vs PTC
+7.8%
+156.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.8% | +7.3% |
| 7D | +1.1% | -10.3% | +11.4% | +9.3% |
| 30D | -9.6% | +1.1% | -10.8% | -11.6% |
| 3M | -37.7% | +1.6% | -39.3% | -41.5% |
| 6M | +115.2% | -13.5% | +128.7% | +130.7% |
| YTD | +133.7% | -19.1% | +152.8% | +165.9% |
| 1Y | +250.2% | -33.9% | +284.0% | +376.1% |
| 3Y | +320.3% | -3.9% | +324.2% | +282.5% |
| 5Y | +53.1% | +6.0% | +47.1% | +20.0% |
| All | +164.6% | +7.8% | +156.9% | +97.1% |
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