+220.4%
RRX vs PTC
+196.2%
+24.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.2% |
| 7D | -0.7% | -13.6% | +12.9% | +5.0% |
| 30D | -8.0% | -14.7% | +6.7% | -2.5% |
| 3M | -25.1% | -5.9% | -19.2% | -24.8% |
| 6M | -18.3% | -21.1% | +2.9% | -12.4% |
| YTD | +14.2% | -26.0% | +40.2% | +25.5% |
| 1Y | +13.0% | -36.8% | +49.9% | +33.4% |
| 3Y | +4.2% | -10.3% | +14.5% | +4.9% |
| 5Y | +17.9% | +1.2% | +16.7% | +10.4% |
| 10Y | +220.4% | +198.3% | +22.2% | +79.8% |
| All | +220.4% | +196.2% | +24.3% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling