+1,089.0%
PTC vs DAR
+1,334.0%
-245.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -0.2% | -9.9% | +9.7% | +0.7% |
| 30D | +0.8% | -16.4% | +17.1% | +2.3% |
| 3M | +32.1% | -17.1% | +49.2% | +34.0% |
| 6M | +42.6% | -20.5% | +63.1% | +45.1% |
| YTD | +12.0% | +39.4% | -27.4% | +8.2% |
| 1Y | +12.2% | +57.2% | -45.1% | +7.1% |
| 3Y | +31.2% | +13.9% | +17.4% | +27.2% |
| 5Y | +54.9% | -40.8% | +95.7% | +57.7% |
| 10Y | +343.1% | +276.2% | +66.9% | +286.7% |
| All | +1,089.0% | +1,334.0% | -245.0% | +805.6% |
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