+207.1%
RSP vs PTC
+223.7%
-16.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.6% | +1.4% |
| 7D | -0.8% | -10.3% | +9.5% | +2.5% |
| 30D | -0.3% | +1.1% | -1.5% | -1.0% |
| 3M | +4.3% | +1.6% | +2.7% | +2.6% |
| 6M | +8.8% | -13.5% | +22.3% | +12.4% |
| YTD | +15.3% | -19.1% | +34.3% | +21.3% |
| 1Y | +18.3% | -33.9% | +52.2% | +32.8% |
| 3Y | +52.8% | -3.9% | +56.7% | +48.0% |
| 5Y | +51.7% | +6.0% | +45.7% | +39.1% |
| All | +207.1% | +223.7% | -16.6% | +86.6% |
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