+5,669.9%
RCL vs PTC
+1,148.4%
+4,521.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 6M | +15.2% | +42.6% | -27.4% | +1.1% |
| YTD | +19.2% | +12.0% | +7.3% | +11.4% |
| 1Y | +31.6% | +12.2% | +19.4% | +22.9% |
| 3Y | +274.2% | +31.2% | +243.0% | +234.0% |
| 5Y | +250.1% | +54.9% | +195.2% | +202.3% |
| 10Y | +388.4% | +343.1% | +45.3% | +230.7% |
| All | +5,669.9% | +1,148.4% | +4,521.5% | +2,445.5% |
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