+61.4%
PTC vs DOC
-22.8%
+84.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.3% |
| 7D | +0.1% | +8.7% | -8.6% | -2.1% |
| 30D | +1.5% | +7.6% | -6.1% | -0.6% |
| 3M | +37.8% | -5.3% | +43.0% | +39.6% |
| 6M | +41.2% | +27.6% | +13.6% | +29.0% |
| YTD | +12.0% | +32.4% | -20.4% | +0.5% |
| 1Y | +1.6% | +22.9% | -21.2% | -6.3% |
| 3Y | +32.3% | +43.1% | -10.8% | +11.1% |
| 5Y | +61.4% | -21.4% | +82.8% | +84.2% |
| All | +61.4% | -22.8% | +84.2% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling