-51.1%
DOCS vs PTC
+59.6%
-110.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +19.4% | +0.8% | +18.6% | +18.9% |
| 3M | +53.4% | +39.6% | +13.8% | +21.4% |
| 6M | +28.8% | +41.5% | -12.7% | -0.2% |
| YTD | -25.1% | +11.7% | -36.8% | -31.7% |
| 1Y | -48.1% | +2.4% | -50.6% | -49.9% |
| 3Y | +51.4% | +31.9% | +19.4% | +11.9% |
| 5Y | -51.1% | +54.5% | -105.6% | -68.5% |
| All | -51.1% | +59.6% | -110.7% | -68.5% |
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