+213.2%
RSP vs PTC
+315.4%
-102.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +0.7% | +1.3% | -0.5% | +0.4% |
| 30D | +3.7% | +1.1% | +2.6% | +3.4% |
| 3M | +0.7% | +30.1% | -29.5% | -8.3% |
| 6M | +9.0% | +34.0% | -25.0% | -2.5% |
| YTD | +16.7% | +12.8% | +3.9% | +9.8% |
| 1Y | +19.0% | +10.7% | +8.2% | +12.5% |
| 3Y | +64.7% | +29.6% | +35.1% | +44.3% |
| 5Y | +49.6% | +63.5% | -13.9% | +18.9% |
| 10Y | +213.2% | +316.7% | -103.5% | +79.3% |
| All | +213.2% | +315.4% | -102.2% | +79.3% |
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 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