-37.4%
PTC vs DAR
+108.5%
-145.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.9% | -8.5% | -5.5% |
| 7D | -12.8% | -0.9% | -11.9% | -12.8% |
| 30D | -9.8% | +13.0% | -22.7% | -10.3% |
| 3M | -2.1% | +15.0% | -17.1% | -3.0% |
| 6M | -18.1% | +26.8% | -44.9% | -19.1% |
| YTD | -23.5% | +86.4% | -109.9% | -26.3% |
| 1Y | -37.4% | +115.1% | -152.5% | -40.5% |
| All | -37.4% | +108.5% | -145.8% | -40.5% |
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