-33.9%
PTC vs DTE
+3.0%
-36.9%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -6.2% |
| 7D | -10.3% | +0.2% | -10.4% | -10.2% |
| 30D | +1.1% | -2.6% | +3.7% | +0.7% |
| 3M | +1.6% | -3.9% | +5.5% | +1.0% |
| 6M | -13.5% | -7.9% | -5.6% | -13.9% |
| YTD | -19.1% | +7.2% | -26.2% | -19.6% |
| 1Y | -33.9% | +3.1% | -37.0% | -33.7% |
| All | -33.9% | +3.0% | -36.9% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling