-12.8%
DT vs PTC
+29.1%
-42.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +3.1% | +0.5% | +2.7% | +2.9% |
| 30D | -29.5% | +1.2% | -30.8% | -29.8% |
| 3M | -11.7% | +27.4% | -39.1% | -20.8% |
| 6M | +29.0% | +39.2% | -10.2% | +9.3% |
| YTD | +3.4% | +12.5% | -9.1% | -1.9% |
| 1Y | -4.2% | +12.3% | -16.5% | -9.1% |
| 3Y | -12.8% | +28.8% | -41.7% | -27.5% |
| All | -12.8% | +29.1% | -42.0% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling