+265.0%
PTC vs RL
+1,498.4%
-1,233.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.1% | +2.2% |
| 7D | -0.1% | -4.7% | +4.6% | +1.3% |
| 30D | +0.8% | +3.6% | -2.7% | -0.6% |
| 3M | +39.6% | +0.5% | +39.0% | +38.8% |
| 6M | +41.5% | +6.6% | +34.9% | +36.0% |
| YTD | +11.7% | +8.8% | +2.9% | +5.8% |
| 1Y | +2.4% | +21.8% | -19.3% | -6.8% |
| 3Y | +31.9% | +245.8% | -213.9% | -19.9% |
| 5Y | +54.5% | +230.0% | -175.5% | -7.1% |
| 10Y | +342.1% | +369.4% | -27.4% | +109.0% |
| All | +265.0% | +1,498.4% | -1,233.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling