+592.2%
PTC vs RNG
+343.0%
+249.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.8% | +2.3% | -1.4% | +0.3% |
| 30D | +1.2% | -3.4% | +4.6% | +1.6% |
| 3M | +32.6% | +20.9% | +11.7% | +26.4% |
| 6M | +36.1% | +82.2% | -46.1% | +16.9% |
| YTD | +12.7% | +164.6% | -152.0% | -13.2% |
| 1Y | +10.2% | +177.0% | -166.9% | -16.1% |
| 3Y | +29.4% | +177.4% | -148.0% | -5.9% |
| 5Y | +61.1% | -72.3% | +133.4% | +86.3% |
| 10Y | +317.1% | +238.9% | +78.2% | +149.2% |
| All | +592.2% | +343.0% | +249.2% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling