+29.0%
PTC vs RRC
+58.8%
-29.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +0.8% | +2.5% | -1.7% | +0.4% |
| 30D | +1.2% | +21.1% | -20.0% | -2.4% |
| 3M | +32.6% | +28.4% | +4.2% | +26.4% |
| 6M | +36.1% | +26.5% | +9.6% | +29.9% |
| YTD | +12.7% | +47.0% | -34.4% | +4.0% |
| 1Y | +10.2% | +35.2% | -25.0% | +3.3% |
| All | +29.0% | +58.8% | -29.8% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling