-7.2%
PTC vs RJF
+76.7%
-83.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.1% |
| 7D | -12.8% | +1.8% | -14.6% | -13.3% |
| 30D | -9.8% | 0.0% | -9.8% | -9.8% |
| 3M | -2.1% | +18.0% | -20.0% | -8.0% |
| 6M | -18.1% | +17.0% | -35.1% | -23.2% |
| YTD | -23.5% | +11.1% | -34.6% | -27.3% |
| 1Y | -37.4% | +8.0% | -45.3% | -39.9% |
| 3Y | -7.2% | +73.3% | -80.5% | -26.3% |
| All | -7.2% | +76.7% | -83.9% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling