+28.9%
PTC vs DTE
+57.1%
-28.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.5% | +1.6% | -1.1% | +0.3% |
| 30D | +0.9% | +9.1% | -8.2% | -0.2% |
| 3M | +30.4% | +2.4% | +28.0% | +29.8% |
| 6M | +34.4% | -0.2% | +34.7% | +34.0% |
| YTD | +12.6% | +11.0% | +1.6% | +9.3% |
| 1Y | +10.2% | +3.4% | +6.8% | +8.8% |
| All | +28.9% | +57.1% | -28.2% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling