+6,346.6%
PTC vs RGEN
+1,576.0%
+4,770.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.9% | -5.9% |
| 7D | -10.3% | -4.9% | -5.3% | -9.9% |
| 30D | +1.1% | +5.7% | -4.5% | +0.7% |
| 3M | +1.6% | +32.4% | -30.8% | -0.9% |
| 6M | -13.5% | +33.2% | -46.7% | -15.8% |
| YTD | -19.1% | +2.3% | -21.3% | -19.6% |
| 1Y | -33.9% | +39.0% | -72.9% | -36.0% |
| 3Y | -3.9% | -4.6% | +0.7% | -5.7% |
| 5Y | +6.0% | -42.7% | +48.7% | +6.8% |
| 10Y | +223.7% | +433.6% | -209.9% | +175.8% |
| All | +6,346.6% | +1,576.0% | +4,770.6% | +3,881.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling