+330.1%
PTC vs RL
+356.1%
-25.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -0.2% | -4.2% | +3.9% | +0.8% |
| 30D | +0.8% | +4.3% | -3.5% | -0.6% |
| 3M | +32.1% | -4.6% | +36.7% | +33.4% |
| 6M | +42.6% | +1.7% | +40.9% | +40.1% |
| YTD | +12.0% | +7.3% | +4.6% | +7.6% |
| 1Y | +12.2% | +20.8% | -8.6% | +3.9% |
| 3Y | +31.2% | +247.0% | -215.7% | -14.0% |
| 5Y | +54.9% | +225.5% | -170.6% | +0.7% |
| All | +330.1% | +356.1% | -25.9% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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