+84.4%
DT vs PTC
+189.8%
-105.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -20.2% | +0.8% | -21.0% | -20.6% |
| 30D | -30.8% | +0.7% | -31.5% | -31.0% |
| 3M | -10.2% | +32.6% | -42.8% | -28.4% |
| 6M | +8.0% | +33.6% | -25.5% | -15.8% |
| YTD | +1.5% | +12.4% | -11.0% | -10.3% |
| 1Y | -6.9% | +11.2% | -18.1% | -17.2% |
| 3Y | -10.9% | +31.7% | -42.6% | -33.8% |
| 5Y | -42.2% | +60.1% | -102.2% | -63.2% |
| All | +84.4% | +189.8% | -105.5% | -33.6% |
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