+2,287.0%
RSG vs PTC
+183.2%
+2,103.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | +12.7% | +1.2% | +11.5% | +12.6% |
| 3M | +17.9% | +27.4% | -9.4% | +13.7% |
| 6M | +25.0% | +39.2% | -14.2% | +18.9% |
| YTD | +20.8% | +12.5% | +8.3% | +17.7% |
| 1Y | +24.3% | +12.3% | +12.0% | +21.1% |
| 3Y | +65.3% | +28.8% | +36.4% | +57.0% |
| 5Y | +99.1% | +60.9% | +38.2% | +82.4% |
| 10Y | +452.4% | +316.6% | +135.8% | +341.0% |
| All | +2,287.0% | +183.2% | +2,103.9% | +1,323.3% |
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