-37.8%
PTC vs DGX
+30.5%
-68.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -14.2% | -3.5% | -10.8% | -13.5% |
| 30D | -14.4% | -2.7% | -11.8% | -13.9% |
| 3M | -4.7% | +13.9% | -18.6% | -7.1% |
| 6M | -19.3% | +16.0% | -35.3% | -21.6% |
| YTD | -26.1% | +34.9% | -61.0% | -30.4% |
| All | -37.8% | +30.5% | -68.3% | -41.0% |
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