+53.0%
RSP vs PTC
+6.0%
+47.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.6% | +1.2% |
| 7D | -0.8% | -10.3% | +9.5% | +2.3% |
| 30D | -0.3% | +1.1% | -1.5% | -1.0% |
| 3M | +4.3% | +1.6% | +2.7% | +2.9% |
| 6M | +8.8% | -13.5% | +22.3% | +12.8% |
| YTD | +15.3% | -19.1% | +34.3% | +21.8% |
| 1Y | +18.3% | -33.9% | +52.2% | +33.8% |
| 3Y | +52.8% | -3.9% | +56.7% | +46.0% |
| All | +53.0% | +6.0% | +47.0% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling