+317.2%
PTC vs DAR
+288.2%
+28.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.8% |
| 7D | +0.8% | -2.8% | +3.6% | +1.5% |
| 30D | +0.7% | -12.8% | +13.6% | +4.2% |
| 3M | +32.6% | -11.6% | +44.2% | +35.8% |
| 6M | +33.6% | -16.8% | +50.3% | +38.6% |
| YTD | +12.4% | +45.9% | -33.5% | -0.8% |
| 1Y | +11.2% | +61.5% | -50.3% | -4.9% |
| 3Y | +31.7% | +23.0% | +8.7% | +15.3% |
| 5Y | +60.1% | -35.8% | +95.9% | +67.6% |
| 10Y | +317.2% | +280.4% | +36.8% | +117.7% |
| All | +317.2% | +288.2% | +28.9% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling