-37.7%
RBLX vs PTC
+9.1%
-46.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.4% | +8.4% |
| 7D | +12.4% | -10.3% | +22.7% | +20.4% |
| 30D | +19.7% | +1.1% | +18.5% | +17.5% |
| 3M | -0.1% | +1.6% | -1.7% | -4.1% |
| 6M | -35.7% | -13.5% | -22.3% | -30.7% |
| YTD | -46.6% | -19.1% | -27.5% | -39.7% |
| 1Y | -66.6% | -33.9% | -32.8% | -56.3% |
| 3Y | +52.3% | -3.9% | +56.2% | +39.4% |
| 5Y | -47.7% | +6.0% | -53.8% | -58.5% |
| All | -37.7% | +9.1% | -46.7% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling