-3.5%
PTC vs DOC
+20.8%
-24.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.7% |
| 7D | -10.3% | -1.5% | -8.8% | -10.0% |
| 30D | +1.1% | -4.8% | +5.9% | +2.0% |
| 3M | +1.6% | +6.9% | -5.3% | 0.0% |
| 6M | -13.5% | +20.7% | -34.2% | -17.2% |
| YTD | -19.1% | +34.1% | -53.2% | -24.8% |
| 1Y | -33.9% | +22.6% | -56.5% | -37.2% |
| All | -3.5% | +20.8% | -24.3% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling