+317.2%
PTC vs RL
+397.7%
-80.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -1.2% |
| 7D | +0.8% | +0.2% | +0.6% | +0.6% |
| 30D | +0.7% | +7.3% | -6.6% | -1.5% |
| 3M | +32.6% | +1.0% | +31.6% | +31.7% |
| 6M | +33.6% | +11.8% | +21.8% | +28.0% |
| YTD | +12.4% | +13.6% | -1.2% | +6.4% |
| 1Y | +11.2% | +24.0% | -12.8% | +2.3% |
| 3Y | +31.7% | +256.6% | -224.9% | -14.3% |
| 5Y | +60.1% | +240.2% | -180.2% | +2.7% |
| 10Y | +317.2% | +373.0% | -55.8% | +151.2% |
| All | +317.2% | +397.7% | -80.5% | +151.2% |
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