+134.2%
RBRK vs PTC
-27.0%
+161.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.6% |
| 7D | -7.5% | -7.3% | -0.2% | -2.8% |
| 30D | -10.4% | -11.6% | +1.2% | -2.4% |
| 3M | +21.3% | +10.5% | +10.8% | +12.5% |
| 6M | +50.6% | -17.8% | +68.5% | +72.7% |
| YTD | +13.3% | -24.9% | +38.2% | +38.4% |
| 1Y | +11.2% | -36.8% | +48.1% | +53.2% |
| All | +134.2% | -27.0% | +161.1% | +159.7% |
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