+42,172.8%
RMD vs PTC
+618.8%
+41,554.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +3.1% | +1.3% | +1.8% | +2.9% |
| 30D | +1.8% | +1.1% | +0.7% | +1.6% |
| 3M | +6.7% | +30.1% | -23.5% | +1.3% |
| 6M | +13.9% | +34.0% | -20.1% | +7.4% |
| YTD | -2.0% | +12.8% | -14.8% | -5.3% |
| 1Y | -5.4% | +10.7% | -16.1% | -8.3% |
| 3Y | +67.4% | +29.6% | +37.7% | +57.0% |
| 5Y | -5.7% | +63.5% | -69.3% | -15.2% |
| 10Y | +338.4% | +316.7% | +21.7% | +236.5% |
| All | +42,172.8% | +618.8% | +41,554.0% | +23,027.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling