-33.9%
PTC vs RGEN
+45.2%
-79.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.9% | -5.9% |
| 7D | -10.3% | -4.9% | -5.3% | -9.6% |
| 30D | +1.1% | +5.7% | -4.5% | +0.3% |
| 3M | +1.6% | +32.4% | -30.8% | -2.9% |
| 6M | -13.5% | +33.2% | -46.7% | -17.8% |
| YTD | -19.1% | +2.3% | -21.3% | -19.2% |
| 1Y | -33.9% | +39.0% | -72.9% | -36.6% |
| All | -33.9% | +45.2% | -79.1% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling