+345.6%
RCL vs PTC
+223.7%
+121.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +3.6% |
| 7D | -5.1% | -10.3% | +5.2% | +1.3% |
| 30D | -19.0% | +1.1% | -20.1% | -20.4% |
| 3M | -9.6% | +1.6% | -11.2% | -13.2% |
| 6M | -6.7% | -13.5% | +6.8% | -1.5% |
| YTD | -3.9% | -19.1% | +15.1% | +4.9% |
| 1Y | -25.1% | -33.9% | +8.8% | -6.3% |
| 3Y | +179.1% | -3.9% | +183.0% | +160.0% |
| 5Y | +243.3% | +6.0% | +237.3% | +196.6% |
| All | +345.6% | +223.7% | +121.9% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling