+380.4%
RCL vs PTC
+334.9%
+45.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.2% |
| 7D | +6.5% | -0.2% | +6.7% | +6.7% |
| 30D | +15.9% | +0.8% | +15.1% | +15.4% |
| 3M | +2.7% | +32.1% | -29.4% | -17.1% |
| 6M | +15.2% | +42.6% | -27.4% | -14.4% |
| YTD | +19.2% | +12.0% | +7.3% | +2.9% |
| 1Y | +31.6% | +12.2% | +19.4% | +13.5% |
| 3Y | +274.2% | +31.2% | +243.0% | +178.0% |
| 5Y | +250.1% | +54.9% | +195.2% | +131.5% |
| All | +380.4% | +334.9% | +45.5% | +69.7% |
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