+1.2%
PTC vs DVA
+41.6%
-40.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.4% |
| 7D | -13.6% | +2.0% | -15.6% | -13.7% |
| 30D | -14.7% | -0.4% | -14.3% | -14.6% |
| 3M | -5.9% | -7.7% | +1.8% | -5.4% |
| 6M | -21.1% | +20.0% | -41.1% | -22.5% |
| YTD | -26.0% | +61.1% | -87.1% | -29.6% |
| 1Y | -36.8% | +33.9% | -70.7% | -38.6% |
| 3Y | -10.3% | +91.5% | -101.8% | -17.1% |
| 5Y | +1.2% | +41.8% | -40.6% | -2.0% |
| All | +1.2% | +41.6% | -40.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling