+348.7%
RMD vs PTC
+326.2%
+22.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +2.5% | +0.7% | +1.7% | +2.2% |
| 3M | +11.5% | +32.6% | -21.1% | +0.7% |
| 6M | +14.7% | +33.6% | -18.9% | +2.6% |
| YTD | -1.3% | +12.4% | -13.8% | -7.2% |
| 1Y | -5.3% | +11.2% | -16.5% | -10.7% |
| 3Y | +68.8% | +31.7% | +37.1% | +46.8% |
| 5Y | -5.9% | +60.1% | -65.9% | -24.5% |
| 10Y | +348.7% | +317.2% | +31.5% | +139.1% |
| All | +348.7% | +326.2% | +22.5% | +139.1% |
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 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