+42,387.6%
RMD vs PTC
+613.4%
+41,774.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 6M | +12.9% | +42.6% | -29.7% | +5.3% |
| YTD | -1.5% | +12.0% | -13.5% | -4.7% |
| 1Y | -4.8% | +12.2% | -16.9% | -7.9% |
| 3Y | +57.5% | +31.2% | +26.3% | +47.4% |
| 5Y | -5.5% | +54.9% | -60.4% | -14.3% |
| 10Y | +357.8% | +343.1% | +14.6% | +248.5% |
| All | +42,387.6% | +613.4% | +41,774.2% | +23,173.2% |
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