-36.8%
PTC vs RNG
+116.0%
-152.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -13.6% | -4.1% | -9.5% | -12.7% |
| 30D | -14.7% | +8.6% | -23.3% | -16.1% |
| 3M | -5.9% | +78.0% | -83.9% | -17.2% |
| 6M | -21.1% | +67.0% | -88.2% | -30.3% |
| YTD | -26.0% | +142.4% | -168.4% | -39.4% |
| 1Y | -36.8% | +120.4% | -157.3% | -47.9% |
| All | -36.8% | +116.0% | -152.9% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling