+54.3%
PTC vs RBA
+37.7%
+16.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.6% |
| 7D | -0.2% | +4.3% | -4.5% | -1.4% |
| 30D | +0.8% | +16.3% | -15.6% | -3.7% |
| 3M | +32.1% | +1.3% | +30.8% | +31.2% |
| 6M | +42.6% | -11.1% | +53.7% | +45.8% |
| YTD | +12.0% | -8.5% | +20.4% | +13.0% |
| 1Y | +12.2% | -2.1% | +14.3% | +10.8% |
| 3Y | +31.2% | +44.6% | -13.3% | +14.3% |
| All | +54.3% | +37.7% | +16.6% | +37.4% |
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