+8,860.0%
PTC vs DTE
+3,620.6%
+5,239.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +0.5% | +3.4% | -3.0% | -1.0% |
| 30D | +1.2% | +8.9% | -7.7% | -2.6% |
| 3M | +27.4% | +1.1% | +26.3% | +26.4% |
| 6M | +39.2% | +0.1% | +39.1% | +38.2% |
| YTD | +12.5% | +11.1% | +1.5% | +6.0% |
| 1Y | +12.3% | +4.9% | +7.3% | +8.4% |
| 3Y | +28.8% | +58.6% | -29.7% | +1.5% |
| 5Y | +60.9% | +47.3% | +13.6% | +29.1% |
| 10Y | +316.6% | +151.3% | +165.2% | +144.7% |
| All | +8,860.0% | +3,620.6% | +5,239.4% | +1,594.5% |
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