+6,346.6%
PTC vs DOC
+2,974.4%
+3,372.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.4% |
| 7D | -10.3% | -1.5% | -8.8% | -9.7% |
| 30D | +1.1% | -4.8% | +5.9% | +2.9% |
| 3M | +1.6% | +6.9% | -5.3% | -1.2% |
| 6M | -13.5% | +20.7% | -34.2% | -20.4% |
| YTD | -19.1% | +34.1% | -53.2% | -28.6% |
| 1Y | -33.9% | +22.6% | -56.5% | -39.8% |
| 3Y | -3.9% | +20.8% | -24.7% | -14.0% |
| 5Y | +6.0% | -24.9% | +30.9% | +12.7% |
| 10Y | +223.7% | -1.8% | +225.6% | +190.9% |
| All | +6,346.6% | +2,974.4% | +3,372.2% | +1,289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling