+379.0%
RCL vs PTC
+326.2%
+52.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +5.0% | +0.8% | +4.2% | +4.5% |
| 30D | +19.4% | +0.7% | +18.7% | +18.9% |
| 3M | +5.9% | +32.6% | -26.7% | -14.6% |
| 6M | +23.8% | +33.6% | -9.8% | -3.4% |
| YTD | +22.8% | +12.4% | +10.4% | +5.8% |
| 1Y | +34.3% | +11.2% | +23.0% | +16.6% |
| 3Y | +276.4% | +31.7% | +244.8% | +179.1% |
| 5Y | +281.6% | +60.1% | +221.5% | +147.0% |
| 10Y | +379.0% | +317.2% | +61.8% | +72.0% |
| All | +379.0% | +326.2% | +52.8% | +72.0% |
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