+57.5%
RMD vs PTC
+32.2%
+25.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +2.3% | -0.2% | +2.6% | +2.4% |
| 30D | +4.1% | +0.8% | +3.4% | +4.0% |
| 3M | +5.7% | +32.1% | -26.4% | -0.9% |
| 6M | +12.9% | +42.6% | -29.7% | +2.9% |
| YTD | -1.5% | +12.0% | -13.5% | -4.5% |
| 1Y | -4.8% | +12.2% | -16.9% | -7.8% |
| 3Y | +57.5% | +31.2% | +26.3% | +31.7% |
| All | +57.5% | +32.2% | +25.3% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling