+4,321.4%
RRX vs PTC
+8,854.1%
-4,532.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.9% |
| 7D | +12.3% | +0.8% | +11.5% | +12.2% |
| 30D | +9.5% | +0.7% | +8.8% | +9.4% |
| 3M | +1.8% | +32.6% | -30.8% | -4.2% |
| 6M | -15.3% | +33.6% | -48.9% | -21.0% |
| YTD | +29.6% | +12.4% | +17.2% | +24.1% |
| 1Y | +34.1% | +11.2% | +22.8% | +28.6% |
| 3Y | +74.0% | +31.7% | +42.3% | +62.8% |
| 5Y | +14.7% | +60.1% | -45.4% | +3.1% |
| 10Y | +229.4% | +317.2% | -87.8% | +150.8% |
| All | +4,321.4% | +8,854.1% | -4,532.7% | +2,213.4% |
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 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