+195.4%
PTC vs DVA
+187.5%
+8.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -14.2% | -0.2% | -14.1% | -14.2% |
| 30D | -14.4% | +1.7% | -16.1% | -14.7% |
| 3M | -4.7% | -8.7% | +4.0% | -3.7% |
| 6M | -19.3% | +19.7% | -39.0% | -22.9% |
| YTD | -26.1% | +59.6% | -85.7% | -33.9% |
| 1Y | -37.1% | +37.1% | -74.2% | -41.9% |
| 3Y | -10.4% | +89.8% | -100.2% | -25.3% |
| 5Y | +2.5% | +47.4% | -44.9% | -11.2% |
| All | +195.4% | +187.5% | +8.0% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling