+1.7%
RKT vs PTC
+55.9%
-54.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +17.7% | -0.2% | +17.9% | +17.8% |
| 30D | +31.6% | +0.8% | +30.9% | +31.3% |
| 3M | +13.9% | +32.1% | -18.2% | -0.7% |
| 6M | +2.8% | +42.6% | -39.8% | -15.5% |
| YTD | -22.2% | +12.0% | -34.2% | -27.2% |
| 1Y | -3.5% | +12.2% | -15.7% | -9.6% |
| 3Y | +95.3% | +31.2% | +64.1% | +56.2% |
| All | +1.7% | +55.9% | -54.3% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling