+4.2%
DRI vs PTC
-38.1%
+42.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.7% |
| 7D | -1.2% | -12.8% | +11.6% | -1.0% |
| 30D | -0.4% | -9.8% | +9.4% | -0.3% |
| 3M | +9.5% | -2.1% | +11.6% | +8.7% |
| 6M | +6.5% | -18.1% | +24.6% | +6.4% |
| YTD | +18.4% | -23.5% | +41.9% | +20.1% |
| 1Y | +4.2% | -37.4% | +41.6% | +3.5% |
| All | +4.2% | -38.1% | +42.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling