+213.4%
RSP vs PTC
+334.9%
-121.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +2.6% | +0.8% | +1.8% | +2.4% |
| 3M | -0.8% | +32.1% | -32.9% | -10.1% |
| 6M | +6.3% | +42.6% | -36.4% | -7.0% |
| YTD | +14.1% | +12.0% | +2.2% | +7.6% |
| 1Y | +18.0% | +12.2% | +5.9% | +11.1% |
| 3Y | +61.0% | +31.2% | +29.8% | +40.4% |
| 5Y | +45.6% | +54.9% | -9.3% | +17.7% |
| All | +213.4% | +334.9% | -121.5% | +78.9% |
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 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