-16.0%
RKT vs PTC
+122.7%
-138.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +10.3% | +0.8% | +9.5% | +10.0% |
| 30D | +32.3% | +0.7% | +31.6% | +32.0% |
| 3M | +10.7% | +32.6% | -21.9% | -1.9% |
| 6M | -3.2% | +33.6% | -36.7% | -15.4% |
| YTD | -21.5% | +12.4% | -34.0% | -26.5% |
| 1Y | -6.0% | +11.2% | -17.2% | -11.4% |
| 3Y | +104.2% | +31.7% | +72.5% | +73.2% |
| 5Y | +2.5% | +60.1% | -57.6% | -22.0% |
| All | -16.0% | +122.7% | -138.7% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling