-0.1%
DT vs PTC
-39.6%
+39.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +2.5% |
| 7D | -0.5% | -13.6% | +13.0% | +7.9% |
| 30D | +0.1% | -14.7% | +14.7% | +9.3% |
| 3M | +24.1% | -5.9% | +30.0% | +26.8% |
| 6M | +30.1% | -21.1% | +51.2% | +52.1% |
| YTD | +16.8% | -26.0% | +42.8% | +40.8% |
| 1Y | -0.1% | -36.8% | +36.7% | +34.0% |
| All | -0.1% | -39.6% | +39.5% | +34.0% |
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