-10.0%
PTC vs DVA
+91.2%
-101.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.3% |
| 7D | -13.6% | +2.0% | -15.6% | -13.6% |
| 30D | -14.7% | -0.4% | -14.3% | -14.6% |
| 3M | -5.9% | -7.7% | +1.8% | -5.5% |
| 6M | -21.1% | +20.0% | -41.1% | -21.6% |
| YTD | -26.0% | +61.1% | -87.1% | -27.7% |
| 1Y | -36.8% | +33.9% | -70.7% | -37.2% |
| All | -10.0% | +91.2% | -101.2% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling