+4,368.6%
RRX vs PTC
+8,866.4%
-4,497.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | +12.0% | +0.9% | +11.1% | +11.8% |
| 3M | +6.1% | +30.4% | -24.3% | +0.2% |
| 6M | -13.2% | +34.4% | -47.6% | -19.1% |
| YTD | +31.0% | +12.6% | +18.4% | +25.4% |
| 1Y | +38.8% | +10.2% | +28.6% | +33.3% |
| 3Y | +70.3% | +29.4% | +40.9% | +59.8% |
| 5Y | +15.5% | +63.7% | -48.2% | +3.5% |
| 10Y | +213.7% | +316.9% | -103.2% | +138.9% |
| All | +4,368.6% | +8,866.4% | -4,497.8% | +2,237.6% |
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