+195.4%
PTC vs RNG
+223.4%
-28.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | -14.2% | -9.6% | -4.6% | -12.1% |
| 30D | -14.4% | +8.8% | -23.3% | -16.1% |
| 3M | -4.7% | +78.6% | -83.3% | -17.6% |
| 6M | -19.3% | +70.3% | -89.6% | -30.1% |
| YTD | -26.1% | +140.3% | -166.5% | -42.1% |
| 1Y | -37.1% | +126.6% | -163.7% | -50.2% |
| 3Y | -10.4% | +120.2% | -130.6% | -32.0% |
| 5Y | +2.5% | -68.3% | +70.8% | +16.9% |
| All | +195.4% | +223.4% | -28.0% | +48.1% |
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