-3.0%
RSG vs PTC
-36.4%
+33.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | 0.0% | -7.3% | +7.3% | +0.8% |
| 30D | +4.0% | -11.6% | +15.6% | +5.2% |
| 3M | +7.4% | +10.5% | -3.1% | +5.9% |
| 6M | +0.1% | -17.8% | +17.9% | +2.2% |
| YTD | +6.0% | -24.9% | +30.9% | +8.8% |
| 1Y | -3.0% | -36.8% | +33.9% | +1.2% |
| All | -3.0% | -36.4% | +33.5% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling