+63.7%
PTC vs RL
+243.0%
-179.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +0.5% | -4.4% | +4.9% | +1.6% |
| 30D | +0.9% | +5.6% | -4.7% | -0.9% |
| 3M | +30.4% | -0.6% | +31.0% | +30.1% |
| 6M | +34.4% | +15.5% | +19.0% | +27.2% |
| YTD | +12.6% | +12.3% | +0.3% | +6.4% |
| 1Y | +10.2% | +19.3% | -9.1% | +1.8% |
| 3Y | +29.4% | +255.5% | -226.2% | -24.1% |
| 5Y | +63.7% | +247.1% | -183.3% | -7.2% |
| All | +63.7% | +243.0% | -179.3% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling