+1.2%
PTC vs RJF
+106.2%
-105.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | -13.6% | -0.3% | -13.3% | -13.4% |
| 30D | -14.7% | -2.0% | -12.6% | -13.9% |
| 3M | -5.9% | +16.3% | -22.2% | -11.9% |
| 6M | -21.1% | +16.9% | -38.0% | -26.7% |
| YTD | -26.0% | +10.4% | -36.5% | -29.9% |
| 1Y | -36.8% | +7.4% | -44.2% | -39.6% |
| 3Y | -10.3% | +72.2% | -82.5% | -32.5% |
| 5Y | +1.2% | +105.1% | -103.9% | -32.2% |
| All | +1.2% | +106.2% | -105.0% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling