+3,874.2%
RRX vs PTC
+6,346.6%
-2,472.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.2% |
| 7D | +3.4% | -10.3% | +13.7% | +5.4% |
| 30D | -11.1% | +1.1% | -12.3% | -11.5% |
| 3M | -23.7% | +1.6% | -25.3% | -24.5% |
| 6M | -22.0% | -13.5% | -8.5% | -21.0% |
| YTD | +16.5% | -19.1% | +35.5% | +19.3% |
| 1Y | +11.5% | -33.9% | +45.4% | +18.4% |
| 3Y | +1.5% | -3.9% | +5.4% | +1.2% |
| 5Y | +18.3% | +6.0% | +12.2% | +15.2% |
| 10Y | +209.8% | +223.7% | -13.9% | +149.5% |
| All | +3,874.2% | +6,346.6% | -2,472.5% | +2,124.1% |
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