+448.0%
RSG vs PTC
+313.0%
+135.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +15.0% | +1.2% | +13.9% | +14.8% |
| 3M | +18.5% | +32.6% | -14.1% | +11.8% |
| 6M | +25.8% | +36.1% | -10.3% | +17.7% |
| YTD | +20.8% | +12.7% | +8.2% | +16.7% |
| 1Y | +24.8% | +10.2% | +14.7% | +21.0% |
| 3Y | +65.9% | +29.4% | +36.5% | +53.3% |
| 5Y | +99.1% | +61.1% | +38.0% | +73.3% |
| All | +448.0% | +313.0% | +135.0% | +280.5% |
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