+230.8%
RDW vs PTC
-9.2%
+240.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.3% |
| 7D | +0.9% | -7.3% | +8.1% | +5.2% |
| 30D | -21.3% | -11.6% | -9.6% | -16.1% |
| 3M | -37.9% | +10.5% | -48.3% | -44.0% |
| 6M | +12.3% | -17.8% | +30.1% | +25.8% |
| YTD | +39.7% | -24.9% | +64.7% | +70.3% |
| 1Y | +25.7% | -36.8% | +62.5% | +88.2% |
| 3Y | +230.8% | -8.7% | +239.6% | +247.1% |
| All | +230.8% | -9.2% | +240.1% | +247.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling