+8.7%
PTC vs RL
+238.1%
-229.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.0% | -8.1% | -6.6% |
| 7D | -10.3% | -0.8% | -9.5% | -10.1% |
| 30D | +1.1% | -7.8% | +8.9% | +3.4% |
| 3M | +1.6% | -4.0% | +5.6% | +2.1% |
| 6M | -13.5% | -1.9% | -11.6% | -14.4% |
| YTD | -19.1% | -0.2% | -18.9% | -20.6% |
| 1Y | -33.9% | +10.7% | -44.5% | -37.6% |
| 3Y | -3.9% | +210.8% | -214.7% | -40.0% |
| All | +8.7% | +238.1% | -229.4% | -37.3% |
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 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