+63.3%
PTC vs RBA
+45.7%
+17.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | +0.5% | +1.7% | -1.3% | 0.0% |
| 30D | +1.2% | +8.3% | -7.1% | -1.2% |
| 3M | +27.4% | +10.5% | +16.8% | +23.5% |
| 6M | +39.2% | -5.9% | +45.1% | +40.0% |
| YTD | +12.5% | -6.9% | +19.4% | +13.0% |
| 1Y | +12.3% | -4.9% | +17.1% | +12.0% |
| 3Y | +28.8% | +64.5% | -35.6% | +8.3% |
| All | +63.3% | +45.7% | +17.5% | +47.5% |
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