+62.0%
PTC vs RPRX
+57.8%
+4.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -13.6% | -4.0% | -9.6% | -12.7% |
| 30D | -14.7% | +4.9% | -19.6% | -15.6% |
| 3M | -5.9% | +9.4% | -15.3% | -8.1% |
| 6M | -21.1% | +33.3% | -54.4% | -26.8% |
| YTD | -26.0% | +59.0% | -85.0% | -34.4% |
| 1Y | -36.8% | +69.2% | -106.0% | -45.1% |
| 3Y | -10.3% | +124.1% | -134.4% | -28.9% |
| 5Y | +1.2% | +77.9% | -76.7% | -13.3% |
| All | +62.0% | +57.8% | +4.1% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling