+759.6%
PTC vs DAR
+1,762.6%
-1,003.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -6.0% |
| 7D | -10.3% | +1.4% | -11.6% | -10.4% |
| 30D | +1.1% | +12.8% | -11.6% | 0.0% |
| 3M | +1.6% | +7.4% | -5.8% | +0.8% |
| 6M | -13.5% | +22.3% | -35.7% | -15.2% |
| YTD | -19.1% | +81.1% | -100.1% | -23.5% |
| 1Y | -33.9% | +106.5% | -140.4% | -38.3% |
| 3Y | -3.9% | +5.3% | -9.2% | -6.2% |
| 5Y | +6.0% | -11.5% | +17.6% | +4.4% |
| 10Y | +223.7% | +353.3% | -129.6% | +177.9% |
| All | +759.6% | +1,762.6% | -1,003.0% | +540.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling