+2.7%
PTC vs RNG
-70.8%
+73.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.4% | -1.1% | -4.6% |
| 7D | -12.8% | -0.8% | -12.0% | -12.6% |
| 30D | -9.8% | +11.4% | -21.2% | -11.8% |
| 3M | -2.1% | +72.1% | -74.2% | -13.0% |
| 6M | -18.1% | +67.9% | -86.0% | -27.4% |
| YTD | -23.5% | +144.3% | -167.9% | -38.1% |
| 1Y | -37.4% | +117.5% | -154.9% | -48.3% |
| 3Y | -7.2% | +123.9% | -131.1% | -26.9% |
| 5Y | +2.7% | -70.1% | +72.8% | +9.1% |
| All | +2.7% | -70.8% | +73.5% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling