+195.4%
PTC vs DTE
+141.0%
+54.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | -14.2% | -2.0% | -12.2% | -13.7% |
| 30D | -14.4% | -2.4% | -12.0% | -13.8% |
| 3M | -4.7% | -7.3% | +2.6% | -2.5% |
| 6M | -19.3% | -7.6% | -11.7% | -17.6% |
| YTD | -26.1% | +5.8% | -31.9% | -28.3% |
| 1Y | -37.1% | +2.3% | -39.4% | -38.2% |
| 3Y | -10.4% | +45.0% | -55.4% | -23.5% |
| 5Y | +2.5% | +33.2% | -30.7% | -10.5% |
| All | +195.4% | +141.0% | +54.5% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling