+29.0%
PTC vs DVA
+105.4%
-76.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | +0.2% |
| 7D | +0.8% | -10.7% | +11.5% | +1.1% |
| 30D | +1.2% | -4.4% | +5.6% | +1.3% |
| 3M | +32.6% | -4.1% | +36.7% | +32.7% |
| 6M | +36.1% | -13.2% | +49.3% | +36.8% |
| YTD | +12.7% | +53.2% | -40.6% | +9.9% |
| 1Y | +10.2% | +40.8% | -30.7% | +8.6% |
| All | +29.0% | +105.4% | -76.4% | +22.8% |
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