+317.2%
PTC vs RBA
+236.6%
+80.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.4% |
| 7D | +0.8% | +2.5% | -1.7% | 0.0% |
| 30D | +0.7% | +11.6% | -10.8% | -3.1% |
| 3M | +32.6% | +1.5% | +31.1% | +31.4% |
| 6M | +33.6% | -6.6% | +40.2% | +34.9% |
| YTD | +12.4% | -6.3% | +18.7% | +12.7% |
| 1Y | +11.2% | -4.0% | +15.2% | +10.5% |
| 3Y | +31.7% | +47.3% | -15.6% | +10.7% |
| 5Y | +60.1% | +47.7% | +12.4% | +30.8% |
| 10Y | +317.2% | +224.7% | +92.5% | +152.8% |
| All | +317.2% | +236.6% | +80.6% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling