+4,549.4%
RCL vs PTC
+802.5%
+3,746.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +1.5% |
| 7D | -5.1% | -10.3% | +5.2% | -2.3% |
| 30D | -19.0% | +1.1% | -20.1% | -19.5% |
| 3M | -9.6% | +1.6% | -11.2% | -11.0% |
| 6M | -6.7% | -13.5% | +6.8% | -4.4% |
| YTD | -3.9% | -19.1% | +15.1% | -0.1% |
| 1Y | -25.1% | -33.9% | +8.8% | -17.7% |
| 3Y | +179.1% | -3.9% | +183.0% | +176.4% |
| 5Y | +243.3% | +6.0% | +237.3% | +234.1% |
| 10Y | +325.8% | +223.7% | +102.0% | +219.9% |
| All | +4,549.4% | +802.5% | +3,746.8% | +2,183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling