+4.3%
DT vs PTC
-33.3%
+37.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +1.8% |
| 7D | -3.3% | -10.3% | +7.0% | +2.7% |
| 30D | +2.0% | +1.1% | +0.9% | +1.0% |
| 3M | +20.0% | +1.6% | +18.4% | +17.9% |
| 6M | +39.3% | -13.5% | +52.8% | +53.5% |
| YTD | +19.8% | -19.1% | +38.8% | +35.6% |
| 1Y | +4.3% | -33.9% | +38.2% | +26.3% |
| All | +4.3% | -33.3% | +37.5% | +26.3% |
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