+110.9%
DT vs PTC
+97.2%
+13.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | +0.7% |
| 7D | -4.9% | -12.8% | +7.9% | +4.5% |
| 30D | +2.7% | -9.8% | +12.5% | +10.0% |
| 3M | +20.0% | -2.1% | +22.0% | +18.8% |
| 6M | +28.0% | -18.1% | +46.1% | +44.7% |
| YTD | +16.0% | -23.5% | +39.5% | +37.8% |
| 1Y | +0.7% | -37.4% | +38.1% | +37.2% |
| 3Y | +6.2% | -7.2% | +13.4% | +3.1% |
| 5Y | -28.1% | +2.7% | -30.8% | -36.1% |
| All | +110.9% | +97.2% | +13.7% | +1.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling