-47.3%
DOCS vs PTC
+0.1%
-47.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +21.3% | +1.5% | +19.8% | +20.7% |
| 3M | +58.4% | +37.8% | +20.6% | +39.4% |
| 6M | +39.3% | +41.2% | -1.9% | +20.5% |
| YTD | -21.7% | +12.0% | -33.7% | -22.6% |
| 1Y | -47.3% | +1.6% | -49.0% | -46.2% |
| All | -47.3% | +0.1% | -47.4% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling