+164.5%
PTC vs RL
+1,366.2%
-1,201.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.0% | -8.1% | -6.7% |
| 7D | -10.3% | -0.8% | -9.5% | -10.1% |
| 30D | +1.1% | -7.8% | +8.9% | +3.8% |
| 3M | +1.6% | -4.0% | +5.6% | +2.3% |
| 6M | -13.5% | -1.9% | -11.6% | -14.6% |
| YTD | -19.1% | -0.2% | -18.9% | -20.8% |
| 1Y | -33.9% | +10.7% | -44.5% | -37.8% |
| 3Y | -3.9% | +210.8% | -214.7% | -39.4% |
| 5Y | +6.0% | +238.2% | -232.2% | -37.0% |
| 10Y | +223.7% | +313.4% | -89.6% | +60.2% |
| All | +164.5% | +1,366.2% | -1,201.7% | -30.6% |
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