-33.9%
PTC vs RACE
-16.2%
-17.7%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.1% | -5.8% |
| 7D | -10.3% | -2.5% | -7.7% | -9.9% |
| 30D | +1.1% | +0.8% | +0.4% | +1.1% |
| 3M | +1.6% | +17.2% | -15.5% | +0.3% |
| 6M | -13.5% | +13.6% | -27.1% | -14.8% |
| YTD | -19.1% | +12.2% | -31.3% | -20.6% |
| 1Y | -33.9% | -16.3% | -17.6% | -34.1% |
| All | -33.9% | -16.2% | -17.7% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling