+311.9%
PTC vs RNG
+234.5%
+77.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +0.5% | +4.6% | -4.1% | -0.6% |
| 30D | +1.2% | +0.4% | +0.8% | +0.8% |
| 3M | +27.4% | +11.4% | +15.9% | +23.6% |
| 6M | +39.2% | +95.7% | -56.5% | +16.9% |
| YTD | +12.5% | +162.9% | -150.4% | -14.1% |
| 1Y | +12.3% | +180.3% | -168.0% | -15.7% |
| 3Y | +28.8% | +188.3% | -159.5% | -8.6% |
| 5Y | +60.9% | -72.5% | +133.4% | +93.4% |
| All | +311.9% | +234.5% | +77.4% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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