+8,817.5%
PTC vs RRC
+1,414.2%
+7,403.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +0.7% |
| 7D | -0.2% | -10.8% | +10.6% | +1.4% |
| 30D | +0.8% | +22.3% | -21.6% | -2.5% |
| 3M | +32.1% | +26.6% | +5.5% | +27.2% |
| 6M | +42.6% | +18.9% | +23.7% | +38.4% |
| YTD | +12.0% | +39.2% | -27.2% | +5.8% |
| 1Y | +12.2% | +34.0% | -21.8% | +6.4% |
| 3Y | +31.2% | +42.0% | -10.8% | +22.0% |
| 5Y | +54.9% | +111.9% | -57.0% | +30.9% |
| 10Y | +343.1% | +62.8% | +280.4% | +239.0% |
| All | +8,817.5% | +1,414.2% | +7,403.3% | +4,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling