+82.3%
DT vs PTC
+190.8%
-108.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -7.5% | +1.3% | -8.8% | -8.2% |
| 30D | -31.5% | +1.1% | -32.6% | -31.9% |
| 3M | -14.0% | +30.1% | -44.1% | -30.5% |
| 6M | +6.9% | +34.0% | -27.2% | -16.9% |
| YTD | +0.3% | +12.8% | -12.5% | -11.5% |
| 1Y | -6.9% | +10.7% | -17.7% | -16.9% |
| 3Y | -13.9% | +29.6% | -43.5% | -35.2% |
| 5Y | -39.9% | +63.5% | -103.5% | -62.3% |
| All | +82.3% | +190.8% | -108.5% | -34.5% |
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