+6,256.3%
DOV vs PTC
+8,817.5%
-2,561.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | +8.3% | +0.8% | +7.5% | +8.1% |
| 3M | -3.1% | +32.1% | -35.2% | -8.7% |
| 6M | -9.8% | +42.6% | -52.4% | -16.8% |
| YTD | +5.2% | +12.0% | -6.8% | +1.0% |
| 1Y | +15.3% | +12.2% | +3.2% | +10.7% |
| 3Y | +58.8% | +31.2% | +27.5% | +47.6% |
| 5Y | +26.6% | +54.9% | -28.3% | +13.5% |
| 10Y | +351.6% | +343.1% | +8.5% | +232.5% |
| All | +6,256.3% | +8,817.5% | -2,561.2% | +2,334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling