+223.7%
PTC vs DOC
-2.1%
+225.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.4% |
| 7D | -10.3% | -1.5% | -8.8% | -9.8% |
| 30D | +1.1% | -4.8% | +5.9% | +2.7% |
| 3M | +1.6% | +6.9% | -5.3% | -0.9% |
| 6M | -13.5% | +20.7% | -34.2% | -19.7% |
| YTD | -19.1% | +34.1% | -53.2% | -27.8% |
| 1Y | -33.9% | +22.6% | -56.5% | -39.2% |
| 3Y | -3.9% | +20.8% | -24.7% | -13.0% |
| 5Y | +6.0% | -24.9% | +30.9% | +13.2% |
| All | +223.7% | -2.1% | +225.7% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling