-33.9%
PTC vs RRC
+23.4%
-57.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -6.0% |
| 7D | -10.3% | +1.3% | -11.6% | -10.4% |
| 30D | +1.1% | +10.1% | -9.0% | +0.4% |
| 3M | +1.6% | +4.0% | -2.4% | +1.1% |
| 6M | -13.5% | +1.6% | -15.1% | -14.3% |
| YTD | -19.1% | +19.7% | -38.8% | -20.5% |
| 1Y | -33.9% | +21.4% | -55.3% | -34.5% |
| All | -33.9% | +23.4% | -57.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling