-35.4%
RBLX vs PTC
-0.4%
-35.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +8.1% | -14.2% | +22.4% | +19.0% |
| 30D | +23.9% | -14.4% | +38.3% | +36.2% |
| 3M | +8.1% | -4.7% | +12.9% | +7.6% |
| 6M | -23.7% | -19.3% | -4.4% | -14.3% |
| YTD | -44.6% | -26.1% | -18.5% | -33.8% |
| 1Y | -66.2% | -37.1% | -29.2% | -54.6% |
| 3Y | +54.7% | -10.4% | +65.1% | +47.2% |
| 5Y | -48.9% | +2.5% | -51.4% | -58.5% |
| All | -35.4% | -0.4% | -35.0% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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