+274.2%
RCL vs PTC
+32.2%
+242.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | +15.9% | +0.8% | +15.1% | +15.7% |
| 3M | +2.7% | +32.1% | -29.4% | -4.6% |
| 6M | +15.2% | +42.6% | -27.4% | +2.6% |
| YTD | +19.2% | +12.0% | +7.3% | +19.7% |
| 1Y | +31.6% | +12.2% | +19.4% | +32.1% |
| 3Y | +274.2% | +31.2% | +243.0% | +195.3% |
| All | +274.2% | +32.2% | +242.0% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling