-48.4%
RBLX vs PTC
-0.9%
-47.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +1.5% |
| 7D | +8.0% | -13.6% | +21.6% | +18.3% |
| 30D | +20.2% | -14.7% | +34.8% | +32.4% |
| 3M | +3.5% | -5.9% | +9.4% | +4.0% |
| 6M | -28.9% | -21.1% | -7.8% | -18.5% |
| YTD | -45.1% | -26.0% | -19.0% | -34.2% |
| 1Y | -66.2% | -36.8% | -29.4% | -54.4% |
| 3Y | +53.5% | -10.3% | +63.7% | +43.6% |
| 5Y | -48.4% | +1.2% | -49.6% | -64.1% |
| All | -48.4% | -0.9% | -47.5% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling