+58.9%
RBRK vs PTC
-21.2%
+80.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.5% | -14.2% | +10.7% | +5.7% |
| 30D | -8.3% | -14.4% | +6.2% | +1.3% |
| 3M | +24.7% | -4.7% | +29.4% | +31.8% |
| 6M | +58.9% | -19.3% | +78.2% | +104.2% |
| All | +58.9% | -21.2% | +80.1% | +104.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling