+316.7%
PTC vs RCAT
-99.6%
+416.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.8% | +0.4% |
| 7D | +1.3% | -5.6% | +6.9% | +1.3% |
| 30D | +1.1% | -27.0% | +28.1% | +1.2% |
| 3M | +30.1% | -57.9% | +88.0% | +30.8% |
| 6M | +34.0% | -59.4% | +93.4% | +34.5% |
| YTD | +12.8% | -46.9% | +59.7% | +12.9% |
| 1Y | +10.7% | -54.0% | +64.8% | +10.9% |
| 3Y | +29.6% | +378.4% | -348.8% | +27.4% |
| 5Y | +63.5% | +61.9% | +1.6% | +61.1% |
| 10Y | +316.7% | -99.6% | +416.3% | +312.2% |
| All | +316.7% | -99.6% | +416.3% | +312.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling