+66.7%
DRI vs PTC
+29.2%
+37.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +14.7% | +0.9% | +13.8% | +14.6% |
| 3M | +5.4% | +30.4% | -24.9% | +1.3% |
| 6M | +18.8% | +34.4% | -15.6% | +13.3% |
| YTD | +28.4% | +12.6% | +15.8% | +27.4% |
| 1Y | +37.7% | +10.2% | +27.5% | +37.3% |
| All | +66.7% | +29.2% | +37.5% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling