+77.0%
PTC vs RBA
+3,565.6%
-3,488.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.4% | -6.1% |
| 7D | -10.3% | -2.9% | -7.3% | -9.4% |
| 30D | +1.1% | -12.3% | +13.4% | +5.2% |
| 3M | +1.6% | -20.5% | +22.1% | +8.3% |
| 6M | -13.5% | -18.5% | +5.1% | -8.8% |
| YTD | -19.1% | -18.2% | -0.8% | -15.0% |
| 1Y | -33.9% | -27.5% | -6.4% | -27.9% |
| 3Y | -3.9% | +38.1% | -42.0% | -16.1% |
| 5Y | +6.0% | +44.8% | -38.8% | -11.0% |
| 10Y | +223.7% | +187.1% | +36.6% | +111.4% |
| All | +77.0% | +3,565.6% | -3,488.6% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling