+203.4%
PTC vs RRC
+7.9%
+195.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | -12.8% | -1.2% | -11.6% | -12.7% |
| 30D | -9.8% | +9.4% | -19.2% | -10.8% |
| 3M | -2.1% | +7.4% | -9.5% | -3.0% |
| 6M | -18.1% | +1.5% | -19.6% | -18.4% |
| YTD | -23.5% | +19.4% | -42.9% | -25.4% |
| 1Y | -37.4% | +24.2% | -61.6% | -39.3% |
| 3Y | -7.2% | +32.8% | -40.0% | -11.7% |
| 5Y | +2.7% | +152.9% | -150.2% | -11.5% |
| 10Y | +203.4% | +3.9% | +199.6% | +165.5% |
| All | +203.4% | +7.9% | +195.5% | +165.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling