-33.9%
PTC vs DGX
+33.7%
-67.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.8% |
| 7D | -10.3% | -2.3% | -7.9% | -9.8% |
| 30D | +1.1% | +0.6% | +0.6% | +1.0% |
| 3M | +1.6% | +21.4% | -19.8% | -2.3% |
| 6M | -13.5% | +14.7% | -28.2% | -16.0% |
| YTD | -19.1% | +38.4% | -57.5% | -24.4% |
| 1Y | -33.9% | +34.0% | -67.8% | -37.7% |
| All | -33.9% | +33.7% | -67.5% | -37.7% |
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