+200.2%
PTC vs DGX
+255.3%
-55.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | -7.3% | -0.9% | -6.4% | -6.9% |
| 30D | -11.6% | -1.2% | -10.5% | -11.2% |
| 3M | +10.5% | +15.8% | -5.3% | +4.5% |
| 6M | -17.8% | +18.2% | -36.0% | -23.0% |
| YTD | -24.9% | +37.2% | -62.1% | -33.7% |
| 1Y | -36.8% | +30.4% | -67.2% | -43.2% |
| 3Y | -8.7% | +96.7% | -105.4% | -31.3% |
| 5Y | +4.1% | +67.2% | -63.1% | -17.5% |
| All | +200.2% | +255.3% | -55.2% | +61.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling