+198.3%
PTC vs DAR
+364.6%
-166.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -13.6% | -0.2% | -13.4% | -13.6% |
| 30D | -14.7% | +7.4% | -22.1% | -16.5% |
| 3M | -5.9% | +15.7% | -21.6% | -10.0% |
| 6M | -21.1% | +30.0% | -51.2% | -27.3% |
| YTD | -26.0% | +87.5% | -113.5% | -38.7% |
| 1Y | -36.8% | +113.4% | -150.2% | -49.9% |
| 3Y | -10.3% | +15.3% | -25.6% | -18.1% |
| 5Y | +1.2% | -4.3% | +5.5% | -5.7% |
| 10Y | +198.3% | +380.2% | -181.9% | +44.8% |
| All | +198.3% | +364.6% | -166.3% | +44.8% |
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