-33.9%
PTC vs DAR
+104.4%
-138.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -6.0% |
| 7D | -10.3% | +1.4% | -11.6% | -10.3% |
| 30D | +1.1% | +12.8% | -11.6% | +0.5% |
| 3M | +1.6% | +7.4% | -5.8% | +0.7% |
| 6M | -13.5% | +22.3% | -35.7% | -14.5% |
| YTD | -19.1% | +81.1% | -100.1% | -22.0% |
| 1Y | -33.9% | +106.5% | -140.4% | -37.2% |
| All | -33.9% | +104.4% | -138.2% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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