-6.3%
RKT vs PTC
+6.0%
-12.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | +1.7% |
| 7D | +2.1% | -10.3% | +12.4% | +7.3% |
| 30D | +1.4% | +1.1% | +0.3% | +0.5% |
| 3M | +6.3% | +1.6% | +4.7% | +3.9% |
| 6M | -15.5% | -13.5% | -2.0% | -10.5% |
| YTD | -27.4% | -19.1% | -8.3% | -20.6% |
| 1Y | -26.6% | -33.9% | +7.3% | -10.3% |
| 3Y | +41.2% | -3.9% | +45.1% | +32.1% |
| All | -6.3% | +6.0% | -12.3% | -24.2% |
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 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