-33.9%
PTC vs RJF
+7.8%
-41.7%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.5% | -5.6% |
| 7D | -10.3% | -0.6% | -9.7% | -10.1% |
| 30D | +1.1% | -1.3% | +2.4% | +1.4% |
| 3M | +1.6% | +18.9% | -17.3% | -2.3% |
| 6M | -13.5% | +15.0% | -28.5% | -17.0% |
| YTD | -19.1% | +12.2% | -31.3% | -22.6% |
| 1Y | -33.9% | +5.6% | -39.5% | -36.2% |
| All | -33.9% | +7.8% | -41.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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