+417.0%
RSG vs PTC
+200.2%
+216.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.8% | -14.2% | +12.4% | +0.9% |
| 30D | +2.8% | -14.4% | +17.2% | +5.6% |
| 3M | +4.3% | -4.7% | +9.0% | +4.6% |
| 6M | -0.5% | -19.3% | +18.8% | +2.7% |
| YTD | +5.2% | -26.1% | +31.3% | +10.3% |
| 1Y | -2.1% | -37.1% | +34.9% | +5.5% |
| 3Y | +56.5% | -10.4% | +66.9% | +55.1% |
| 5Y | +89.5% | +2.5% | +87.0% | +79.7% |
| All | +417.0% | +200.2% | +216.8% | +279.0% |
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