+236.8%
PTC vs DVA
+5,194.7%
-4,957.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.3% |
| 7D | -10.3% | +1.8% | -12.1% | -10.6% |
| 30D | +1.1% | -2.5% | +3.6% | +1.5% |
| 3M | +1.6% | -4.3% | +5.9% | +1.9% |
| 6M | -13.5% | +18.9% | -32.3% | -17.3% |
| YTD | -19.1% | +61.9% | -81.0% | -27.7% |
| 1Y | -33.9% | +35.7% | -69.6% | -39.0% |
| 3Y | -3.9% | +78.6% | -82.6% | -17.7% |
| 5Y | +6.0% | +39.2% | -33.2% | -7.2% |
| 10Y | +223.7% | +184.0% | +39.7% | +139.5% |
| All | +236.8% | +5,194.7% | -4,957.9% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling