+6,346.6%
PTC vs DTE
+3,490.8%
+2,855.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.7% |
| 7D | -10.3% | +0.2% | -10.4% | -10.3% |
| 30D | +1.1% | -2.6% | +3.7% | +2.2% |
| 3M | +1.6% | -3.9% | +5.5% | +3.0% |
| 6M | -13.5% | -7.9% | -5.6% | -11.0% |
| YTD | -19.1% | +7.2% | -26.2% | -22.4% |
| 1Y | -33.9% | +3.1% | -37.0% | -35.6% |
| 3Y | -3.9% | +47.6% | -51.5% | -21.8% |
| 5Y | +6.0% | +32.7% | -26.7% | -10.6% |
| 10Y | +223.7% | +138.8% | +85.0% | +94.8% |
| All | +6,346.6% | +3,490.8% | +2,855.8% | +1,140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling