+30.9%
PTC vs RACE
+30.0%
+0.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -0.1% | +5.7% | -5.8% | -0.9% |
| 30D | +0.8% | +9.3% | -8.5% | -0.4% |
| 3M | +39.6% | +3.8% | +35.7% | +38.8% |
| 6M | +41.5% | +29.8% | +11.7% | +35.9% |
| YTD | +11.7% | +15.6% | -3.9% | +8.7% |
| 1Y | +2.4% | +5.1% | -2.6% | +1.3% |
| All | +30.9% | +30.0% | +0.9% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling