+53.9%
RMD vs PTC
-8.0%
+61.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -1.8% |
| 7D | -4.5% | -12.8% | +8.3% | -1.2% |
| 30D | +4.6% | -9.8% | +14.4% | +7.2% |
| 3M | +14.8% | -2.1% | +16.8% | +14.6% |
| 6M | -12.1% | -18.1% | +6.0% | -8.3% |
| YTD | -7.5% | -23.5% | +16.0% | -2.0% |
| 1Y | -20.1% | -37.4% | +17.3% | -10.7% |
| 3Y | +53.9% | -7.2% | +61.1% | +51.1% |
| All | +53.9% | -8.0% | +61.9% | +51.1% |
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 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