+95.7%
DOCU vs PTC
+135.4%
-39.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -4.8% | +0.8% | -5.6% | -5.2% |
| 30D | +9.4% | +0.7% | +8.7% | +8.9% |
| 3M | +29.0% | +32.6% | -3.6% | +3.0% |
| 6M | +62.3% | +33.6% | +28.8% | +27.6% |
| YTD | +13.7% | +12.4% | +1.2% | +0.6% |
| 1Y | +11.5% | +11.2% | +0.3% | -0.4% |
| 3Y | +94.2% | +31.7% | +62.5% | +50.6% |
| 5Y | -71.7% | +60.1% | -131.8% | -80.4% |
| All | +95.7% | +135.4% | -39.7% | +9.8% |
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