-25.8%
DPZ vs PTC
+59.6%
-85.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +12.8% | +0.8% | +12.0% | +12.6% |
| 3M | -6.2% | +39.6% | -45.8% | -14.8% |
| 6M | +4.3% | +41.5% | -37.2% | -6.2% |
| YTD | -16.6% | +11.7% | -28.3% | -20.1% |
| 1Y | -12.8% | +2.4% | -15.3% | -14.5% |
| 3Y | -0.8% | +31.9% | -32.8% | -12.3% |
| 5Y | -25.8% | +54.5% | -80.3% | -37.5% |
| All | -25.8% | +59.6% | -85.4% | -37.5% |
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 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