+397.4%
PTC vs RNG
+327.7%
+69.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.9% | -2.1% | -5.1% |
| 7D | -10.3% | +5.8% | -16.0% | -11.4% |
| 30D | +1.1% | +19.6% | -18.5% | -2.9% |
| 3M | +1.6% | +67.0% | -65.4% | -10.4% |
| 6M | -13.5% | +88.4% | -101.8% | -26.4% |
| YTD | -19.1% | +155.5% | -174.5% | -36.9% |
| 1Y | -33.9% | +141.7% | -175.5% | -48.0% |
| 3Y | -3.9% | +131.1% | -135.0% | -27.1% |
| 5Y | +6.0% | -70.6% | +76.6% | +20.0% |
| 10Y | +223.7% | +228.2% | -4.5% | +95.4% |
| All | +397.4% | +327.7% | +69.7% | +186.3% |
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