-34.4%
RKT vs PTC
-39.6%
+5.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.0% |
| 7D | -1.0% | -13.6% | +12.6% | +2.3% |
| 30D | -2.4% | -14.7% | +12.3% | +1.0% |
| 3M | +1.9% | -5.9% | +7.8% | +3.0% |
| 6M | -13.9% | -21.1% | +7.3% | -5.2% |
| YTD | -30.6% | -26.0% | -4.6% | -19.2% |
| 1Y | -34.4% | -36.8% | +2.5% | -16.7% |
| All | -34.4% | -39.6% | +5.3% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling