+29.6%
PTC vs RNG
+178.5%
-148.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +1.3% | -6.0% | +7.3% | +2.6% |
| 30D | +1.1% | -7.4% | +8.4% | +2.4% |
| 3M | +30.1% | +14.6% | +15.6% | +26.0% |
| 6M | +34.0% | +61.5% | -27.5% | +19.7% |
| YTD | +12.8% | +155.7% | -142.8% | -9.3% |
| 1Y | +10.7% | +172.5% | -161.7% | -12.2% |
| 3Y | +29.6% | +168.0% | -138.4% | +2.1% |
| All | +29.6% | +178.5% | -148.9% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling