+1.6%
PTC vs DGX
+45.0%
-43.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.1% |
| 7D | +0.1% | +4.1% | -4.0% | -0.5% |
| 30D | +1.5% | +10.5% | -9.0% | 0.0% |
| 3M | +37.8% | +9.8% | +28.0% | +35.5% |
| 6M | +41.2% | +34.6% | +6.7% | +32.4% |
| YTD | +12.0% | +49.8% | -37.8% | +1.3% |
| 1Y | +1.6% | +46.0% | -44.4% | -7.4% |
| All | +1.6% | +45.0% | -43.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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