+55.8%
DOCS vs PTC
+31.8%
+23.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +19.4% | +0.8% | +18.6% | +19.0% |
| 3M | +53.4% | +39.6% | +13.8% | +30.7% |
| 6M | +28.8% | +41.5% | -12.7% | +8.3% |
| YTD | -25.1% | +11.7% | -36.8% | -28.8% |
| 1Y | -48.1% | +2.4% | -50.6% | -48.7% |
| All | +55.8% | +31.8% | +23.9% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling