-10.0%
PTC vs DTE
+47.2%
-57.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -13.6% | 0.0% | -13.6% | -13.6% |
| 30D | -14.7% | -0.5% | -14.1% | -14.6% |
| 3M | -5.9% | -6.0% | +0.1% | -5.2% |
| 6M | -21.1% | -7.2% | -13.9% | -20.4% |
| YTD | -26.0% | +7.2% | -33.2% | -27.7% |
| 1Y | -36.8% | +4.1% | -40.9% | -37.9% |
| All | -10.0% | +47.2% | -57.2% | -17.3% |
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