+329.1%
PTC vs DOC
+14.9%
+314.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -0.1% | +6.2% | -6.3% | -2.0% |
| 30D | +0.8% | +6.5% | -5.6% | -1.3% |
| 3M | +39.6% | -6.2% | +45.8% | +41.8% |
| 6M | +41.5% | +25.6% | +15.9% | +29.1% |
| YTD | +11.7% | +32.1% | -20.4% | -0.2% |
| 1Y | +2.4% | +20.3% | -17.9% | -5.4% |
| 3Y | +31.9% | +42.7% | -10.8% | +12.0% |
| 5Y | +54.5% | -22.2% | +76.7% | +62.2% |
| All | +329.1% | +14.9% | +314.2% | +300.2% |
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