+479.5%
PTC vs RACE
+670.3%
-190.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -0.1% | +5.7% | -5.8% | -2.4% |
| 30D | +0.8% | +9.3% | -8.5% | -2.9% |
| 3M | +39.6% | +3.8% | +35.7% | +36.8% |
| 6M | +41.5% | +29.8% | +11.7% | +25.3% |
| YTD | +11.7% | +15.6% | -3.9% | +2.8% |
| 1Y | +2.4% | +5.1% | -2.6% | -1.8% |
| 3Y | +31.9% | +30.8% | +1.1% | +6.9% |
| 5Y | +54.5% | +67.4% | -12.9% | +8.3% |
| 10Y | +342.1% | +793.6% | -451.6% | +63.3% |
| All | +479.5% | +670.3% | -190.8% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling