+8.7%
PTC vs RBA
+45.3%
-36.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.4% | -6.1% |
| 7D | -10.3% | -2.9% | -7.3% | -9.5% |
| 30D | +1.1% | -12.3% | +13.4% | +4.8% |
| 3M | +1.6% | -20.5% | +22.1% | +7.7% |
| 6M | -13.5% | -18.5% | +5.1% | -9.3% |
| YTD | -19.1% | -18.2% | -0.8% | -15.4% |
| 1Y | -33.9% | -27.5% | -6.4% | -28.4% |
| 3Y | -3.9% | +38.1% | -42.0% | -15.4% |
| All | +8.7% | +45.3% | -36.6% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling