+1.2%
PTC vs DTE
+31.9%
-30.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 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% | -4.7% |
| 6M | -21.1% | -7.2% | -13.9% | -20.0% |
| YTD | -26.0% | +7.2% | -33.2% | -28.2% |
| 1Y | -36.8% | +4.1% | -40.9% | -38.2% |
| 3Y | -10.3% | +46.9% | -57.1% | -21.8% |
| 5Y | +1.2% | +32.9% | -31.7% | -10.0% |
| All | +1.2% | +31.9% | -30.8% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling