+60.1%
PTC vs RACE
+67.1%
-7.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +0.8% | +3.9% | -3.1% | -0.5% |
| 30D | +0.7% | +7.4% | -6.7% | -1.8% |
| 3M | +32.6% | +1.6% | +31.0% | +31.5% |
| 6M | +33.6% | +23.3% | +10.2% | +23.1% |
| YTD | +12.4% | +14.7% | -2.2% | +5.4% |
| 1Y | +11.2% | +2.5% | +8.7% | +8.9% |
| 3Y | +31.7% | +28.0% | +3.7% | +4.9% |
| 5Y | +60.1% | +69.8% | -9.7% | -0.4% |
| All | +60.1% | +67.1% | -7.0% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling