-73.2%
DOCS vs PTC
+6.0%
-79.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.0% | +3.3% | +1.2% |
| 7D | -1.4% | -10.3% | +8.8% | +5.7% |
| 30D | +21.8% | +1.1% | +20.7% | +20.3% |
| 3M | +27.3% | +1.6% | +25.7% | +23.9% |
| 6M | -0.3% | -13.5% | +13.1% | +8.2% |
| YTD | -40.5% | -19.1% | -21.4% | -32.4% |
| 1Y | -61.5% | -33.9% | -27.7% | -50.0% |
| 3Y | +8.2% | -3.9% | +12.1% | 0.0% |
| All | -73.2% | +6.0% | -79.2% | -78.0% |
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