+208.0%
RDDT vs PTC
-32.6%
+240.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | -0.4% | -14.2% | +13.8% | +7.8% |
| 30D | -0.5% | -14.4% | +13.9% | +7.1% |
| 3M | -9.8% | -4.7% | -5.1% | -10.2% |
| 6M | +15.8% | -19.3% | +35.1% | +27.7% |
| YTD | -32.4% | -26.1% | -6.3% | -21.0% |
| 1Y | -40.0% | -37.1% | -3.0% | -22.0% |
| All | +208.0% | -32.6% | +240.6% | +245.3% |
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