+293.8%
RCL vs PTC
+62.5%
+231.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | -0.2% | +0.8% | -1.1% | -0.6% |
| 30D | +14.4% | +1.2% | +13.2% | +13.8% |
| 3M | +5.2% | +32.6% | -27.4% | -10.8% |
| 6M | +26.1% | +36.1% | -9.9% | +3.0% |
| YTD | +17.4% | +12.7% | +4.7% | +7.7% |
| 1Y | +24.7% | +10.2% | +14.5% | +16.4% |
| 3Y | +250.9% | +29.4% | +221.5% | +168.0% |
| 5Y | +293.8% | +61.1% | +232.8% | +151.3% |
| All | +293.8% | +62.5% | +231.4% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling