+117.6%
DT vs PTC
+108.7%
+8.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +2.6% |
| 7D | -3.3% | -10.3% | +7.0% | +4.2% |
| 30D | +2.0% | +1.1% | +0.9% | +0.6% |
| 3M | +20.0% | +1.6% | +18.4% | +16.0% |
| 6M | +39.3% | -13.5% | +52.8% | +51.6% |
| YTD | +19.8% | -19.1% | +38.8% | +36.8% |
| 1Y | +4.3% | -33.9% | +38.2% | +36.9% |
| 3Y | +7.7% | -3.9% | +11.6% | +2.3% |
| 5Y | -26.8% | +6.0% | -32.9% | -36.3% |
| All | +117.6% | +108.7% | +8.9% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling