+18.7%
DOV vs PTC
+6.0%
+12.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +7.0% | +2.8% |
| 7D | -2.7% | -10.3% | +7.6% | +0.5% |
| 30D | -8.1% | +1.1% | -9.2% | -8.8% |
| 3M | -9.4% | +1.6% | -11.0% | -10.8% |
| 6M | -12.6% | -13.5% | +0.9% | -9.3% |
| YTD | -0.5% | -19.1% | +18.6% | +5.7% |
| 1Y | +9.2% | -33.9% | +43.1% | +25.3% |
| 3Y | +34.1% | -3.9% | +38.0% | +29.1% |
| All | +18.7% | +6.0% | +12.7% | +4.7% |
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