+41,132.7%
RMD vs PTC
+415.7%
+40,717.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | +0.6% |
| 7D | -5.0% | -10.3% | +5.3% | -3.3% |
| 30D | +2.2% | +1.1% | +1.1% | +1.9% |
| 3M | +17.8% | +1.6% | +16.2% | +17.2% |
| 6M | -11.3% | -13.5% | +2.1% | -9.7% |
| YTD | -4.4% | -19.1% | +14.6% | -1.7% |
| 1Y | -15.7% | -33.9% | +18.2% | -10.6% |
| 3Y | +47.7% | -3.9% | +51.6% | +46.5% |
| 5Y | -19.2% | +6.0% | -25.3% | -21.6% |
| 10Y | +280.4% | +223.7% | +56.7% | +207.1% |
| All | +41,132.7% | +415.7% | +40,717.0% | +23,895.6% |
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