+316.9%
PTC vs RJF
+334.0%
-17.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +0.5% | -0.9% | +1.4% | +0.9% |
| 30D | +0.9% | +5.3% | -4.4% | -1.6% |
| 3M | +30.4% | -6.8% | +37.2% | +34.2% |
| 6M | +34.4% | +11.4% | +23.0% | +27.6% |
| YTD | +12.6% | +5.5% | +7.0% | +8.5% |
| 1Y | +10.2% | +3.7% | +6.5% | +7.0% |
| 3Y | +29.4% | +73.4% | -44.1% | -2.7% |
| 5Y | +63.7% | +78.3% | -14.6% | +18.5% |
| 10Y | +316.9% | +328.4% | -11.5% | +108.6% |
| All | +316.9% | +334.0% | -17.1% | +108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling