+106.0%
PTC vs DGX
+8,796.3%
-8,690.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.3% |
| 7D | -12.8% | -0.3% | -12.5% | -12.7% |
| 30D | -9.8% | -1.2% | -8.6% | -9.4% |
| 3M | -2.1% | +19.9% | -22.0% | -8.3% |
| 6M | -18.1% | +19.2% | -37.3% | -23.3% |
| YTD | -23.5% | +37.5% | -61.0% | -32.1% |
| 1Y | -37.4% | +31.3% | -68.6% | -43.6% |
| 3Y | -7.2% | +96.6% | -103.9% | -28.7% |
| 5Y | +2.7% | +64.3% | -61.6% | -16.6% |
| 10Y | +203.4% | +241.1% | -37.7% | +83.6% |
| All | +106.0% | +8,796.3% | -8,690.3% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling