-24.1%
RKT vs PTC
+122.9%
-147.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -9.0% | +0.5% | -9.4% | -9.1% |
| 30D | +30.2% | +1.2% | +29.0% | +29.7% |
| 3M | -8.8% | +27.4% | -36.2% | -17.9% |
| 6M | -0.9% | +39.2% | -40.1% | -15.1% |
| YTD | -29.2% | +12.5% | -41.7% | -33.7% |
| 1Y | -20.1% | +12.3% | -32.3% | -25.0% |
| 3Y | +81.3% | +28.8% | +52.5% | +55.3% |
| 5Y | -6.6% | +60.9% | -67.5% | -29.0% |
| All | -24.1% | +122.9% | -147.0% | -57.7% |
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