+140.1%
RBRK vs PTC
-28.0%
+168.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -0.8% |
| 7D | +1.9% | -13.6% | +15.5% | +12.1% |
| 30D | -9.3% | -14.7% | +5.4% | +1.2% |
| 3M | +23.8% | -5.9% | +29.7% | +27.8% |
| 6M | +55.4% | -21.1% | +76.5% | +83.4% |
| YTD | +16.1% | -26.0% | +42.1% | +43.3% |
| 1Y | -9.8% | -36.8% | +27.0% | +24.0% |
| All | +140.1% | -28.0% | +168.1% | +168.9% |
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