+56.3%
RSG vs PTC
-10.6%
+66.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.8% |
| 7D | 0.0% | -13.6% | +13.5% | +1.7% |
| 30D | +3.7% | -14.7% | +18.3% | +5.5% |
| 3M | +6.2% | -5.9% | +12.1% | +6.6% |
| 6M | -2.8% | -21.1% | +18.4% | -0.2% |
| YTD | +5.9% | -26.0% | +31.9% | +9.4% |
| 1Y | -1.8% | -36.8% | +35.1% | +3.5% |
| All | +56.3% | -10.6% | +66.9% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling