+190.3%
RDDT vs PTC
-32.5%
+222.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.2% |
| 7D | -7.4% | -13.6% | +6.2% | -0.1% |
| 30D | -7.7% | -14.7% | +6.9% | -0.5% |
| 3M | -17.8% | -5.9% | -11.9% | -17.4% |
| 6M | +5.5% | -21.1% | +26.6% | +18.2% |
| YTD | -36.3% | -26.0% | -10.3% | -25.6% |
| 1Y | -39.0% | -36.8% | -2.2% | -20.8% |
| All | +190.3% | -32.5% | +222.8% | +225.3% |
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 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