+5,914.2%
DOV vs PTC
+6,346.6%
-432.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +7.0% | +2.0% |
| 7D | -2.7% | -10.3% | +7.6% | -0.8% |
| 30D | -8.1% | +1.1% | -9.2% | -8.4% |
| 3M | -9.4% | +1.6% | -11.0% | -10.2% |
| 6M | -12.6% | -13.5% | +0.9% | -11.2% |
| YTD | -0.5% | -19.1% | +18.6% | +2.1% |
| 1Y | +9.2% | -33.9% | +43.1% | +16.1% |
| 3Y | +34.1% | -3.9% | +38.0% | +32.9% |
| 5Y | +17.3% | +6.0% | +11.2% | +13.3% |
| 10Y | +284.9% | +223.7% | +61.2% | +202.1% |
| All | +5,914.2% | +6,346.6% | -432.4% | +2,361.9% |
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 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