+63.7%
PTC vs RBA
+47.4%
+16.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | +0.9% | +9.0% | -8.1% | -1.7% |
| 3M | +30.4% | +7.2% | +23.2% | +27.5% |
| 6M | +34.4% | -7.8% | +42.2% | +36.0% |
| YTD | +12.6% | -6.4% | +18.9% | +12.9% |
| 1Y | +10.2% | -4.2% | +14.4% | +9.7% |
| 3Y | +29.4% | +64.1% | -34.7% | +8.9% |
| 5Y | +63.7% | +48.4% | +15.3% | +44.7% |
| All | +63.7% | +47.4% | +16.4% | +44.7% |
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