+6.5%
PTC vs DGX
+66.8%
-60.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | -7.3% | -0.9% | -6.4% | -7.0% |
| 30D | -11.6% | -1.2% | -10.5% | -11.3% |
| 3M | +10.5% | +15.8% | -5.3% | +5.5% |
| 6M | -17.8% | +18.2% | -36.0% | -22.1% |
| YTD | -24.9% | +37.2% | -62.1% | -32.4% |
| 1Y | -36.8% | +30.4% | -67.2% | -42.3% |
| 3Y | -8.7% | +96.7% | -105.4% | -29.0% |
| All | +6.5% | +66.8% | -60.3% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling