+6.9%
RRX vs PTC
-8.0%
+14.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +2.4% |
| 7D | +4.3% | -12.8% | +17.1% | +9.1% |
| 30D | -8.0% | -9.8% | +1.8% | -5.2% |
| 3M | -22.0% | -2.1% | -19.9% | -22.6% |
| 6M | -11.9% | -18.1% | +6.2% | -4.3% |
| YTD | +17.1% | -23.5% | +40.6% | +32.0% |
| 1Y | +14.9% | -37.4% | +52.2% | +47.5% |
| 3Y | +6.9% | -7.2% | +14.1% | +23.9% |
| All | +6.9% | -8.0% | +14.9% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling