+61.1%
PTC vs DAR
-29.6%
+90.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +0.8% | +9.2% | -8.3% | -0.7% |
| 30D | +1.2% | -12.3% | +13.4% | +3.3% |
| 3M | +32.6% | -12.7% | +45.3% | +35.0% |
| 6M | +36.1% | -12.8% | +48.8% | +38.2% |
| YTD | +12.7% | +53.8% | -41.1% | +2.1% |
| 1Y | +10.2% | +60.3% | -50.1% | -1.1% |
| 3Y | +29.4% | +31.7% | -2.3% | +16.3% |
| 5Y | +61.1% | -27.7% | +88.8% | +61.8% |
| All | +61.1% | -29.6% | +90.7% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling