+375.0%
RCL vs PTC
+315.4%
+59.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +8.5% | +1.3% | +7.2% | +7.8% |
| 30D | +20.4% | +1.1% | +19.3% | +19.7% |
| 3M | +11.0% | +30.1% | -19.2% | -9.4% |
| 6M | +24.9% | +34.0% | -9.2% | -2.7% |
| YTD | +23.9% | +12.8% | +11.0% | +6.5% |
| 1Y | +30.8% | +10.7% | +20.1% | +14.0% |
| 3Y | +270.4% | +29.6% | +240.8% | +177.8% |
| 5Y | +296.1% | +63.5% | +232.6% | +152.9% |
| 10Y | +375.0% | +316.7% | +58.3% | +70.8% |
| All | +375.0% | +315.4% | +59.7% | +70.8% |
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