+87.8%
DT vs PTC
+190.0%
-102.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.1% | +0.5% | +2.7% | +2.8% |
| 30D | -29.5% | +1.2% | -30.8% | -30.0% |
| 3M | -11.7% | +27.4% | -39.1% | -27.6% |
| 6M | +29.0% | +39.2% | -10.2% | -2.6% |
| YTD | +3.4% | +12.5% | -9.1% | -8.7% |
| 1Y | -4.2% | +12.3% | -16.5% | -15.4% |
| 3Y | -12.8% | +28.8% | -41.7% | -34.1% |
| 5Y | -39.6% | +60.9% | -100.5% | -61.7% |
| All | +87.8% | +190.0% | -102.2% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling