+213.7%
RRX vs PTC
+317.3%
-103.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | +12.0% | +0.9% | +11.1% | +11.6% |
| 3M | +6.1% | +30.4% | -24.3% | -6.4% |
| 6M | -13.2% | +34.4% | -47.6% | -25.6% |
| YTD | +31.0% | +12.6% | +18.4% | +20.1% |
| 1Y | +38.8% | +10.2% | +28.6% | +28.4% |
| 3Y | +70.3% | +29.4% | +40.9% | +46.8% |
| 5Y | +15.5% | +63.7% | -48.2% | -11.7% |
| 10Y | +213.7% | +316.9% | -103.2% | +60.9% |
| All | +213.7% | +317.3% | -103.6% | +60.9% |
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