+4.4%
RDW vs PTC
+3.7%
+0.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +4.8% | -14.2% | +19.1% | +14.4% |
| 30D | -19.5% | -14.4% | -5.1% | -12.6% |
| 3M | -26.9% | -4.7% | -22.2% | -28.0% |
| 6M | +17.8% | -19.3% | +37.1% | +29.0% |
| YTD | +43.0% | -26.1% | +69.1% | +66.1% |
| 1Y | +32.1% | -37.1% | +69.1% | +75.7% |
| 3Y | +250.6% | -10.4% | +261.0% | +273.1% |
| 5Y | -6.6% | +2.5% | -9.1% | -11.4% |
| All | +4.4% | +3.7% | +0.7% | -2.3% |
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