+98.6%
DOCU vs PTC
+133.9%
-35.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -3.2% | -0.1% | -3.1% | -3.1% |
| 30D | +15.7% | +0.8% | +14.9% | +15.1% |
| 3M | +37.3% | +39.6% | -2.3% | +5.6% |
| 6M | +63.1% | +41.5% | +21.6% | +23.0% |
| YTD | +15.4% | +11.7% | +3.7% | +2.5% |
| 1Y | +11.3% | +2.4% | +8.9% | +4.7% |
| 3Y | +92.1% | +31.9% | +60.1% | +48.7% |
| 5Y | -70.5% | +54.5% | -125.0% | -79.1% |
| All | +98.6% | +133.9% | -35.3% | +11.9% |
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 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