+71.1%
RUN vs PTC
+313.0%
-241.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.1% | -6.1% |
| 7D | -13.7% | +0.8% | -14.5% | -14.2% |
| 30D | +9.4% | +1.2% | +8.2% | +8.5% |
| 3M | -13.4% | +32.6% | -46.0% | -32.6% |
| 6M | -39.6% | +36.1% | -75.7% | -55.7% |
| YTD | -53.7% | +12.7% | -66.3% | -61.2% |
| 1Y | -56.2% | +10.2% | -66.3% | -62.6% |
| 3Y | -9.7% | +29.4% | -39.2% | -35.9% |
| 5Y | -85.5% | +61.1% | -146.6% | -90.9% |
| All | +71.1% | +313.0% | -241.9% | -28.9% |
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