+11.5%
RRX vs PTC
-33.3%
+44.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | -0.3% |
| 7D | +3.4% | -10.3% | +13.7% | +2.7% |
| 30D | -11.1% | +1.1% | -12.3% | -11.1% |
| 3M | -23.7% | +1.6% | -25.3% | -22.4% |
| 6M | -22.0% | -13.5% | -8.5% | -15.4% |
| YTD | +16.5% | -19.1% | +35.5% | +29.2% |
| 1Y | +11.5% | -33.9% | +45.4% | +43.4% |
| All | +11.5% | -33.3% | +44.8% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling