-38.7%
DOCS vs PTC
+42.4%
-81.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | -0.8% | -0.2% | -0.5% | -0.6% |
| 30D | +17.4% | +0.8% | +16.6% | +17.0% |
| 3M | +57.4% | +32.1% | +25.2% | +30.8% |
| 6M | +26.5% | +42.6% | -16.1% | -1.2% |
| YTD | -26.6% | +12.0% | -38.6% | -33.0% |
| 1Y | -48.1% | +12.2% | -60.2% | -52.6% |
| 3Y | +52.6% | +31.2% | +21.4% | +16.9% |
| 5Y | -52.1% | +54.9% | -107.0% | -68.5% |
| All | -38.7% | +42.4% | -81.0% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling