+41.5%
RUN vs PTC
+200.2%
-158.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -3.4% | -14.2% | +10.9% | +7.1% |
| 30D | -14.0% | -14.4% | +0.5% | -4.9% |
| 3M | -27.5% | -4.7% | -22.8% | -28.5% |
| 6M | -29.0% | -19.3% | -9.7% | -21.7% |
| YTD | -53.1% | -26.1% | -27.0% | -45.0% |
| 1Y | -46.7% | -37.1% | -9.7% | -29.3% |
| 3Y | -38.3% | -10.4% | -27.9% | -40.9% |
| 5Y | -80.7% | +2.5% | -83.2% | -82.7% |
| All | +41.5% | +200.2% | -158.7% | -25.1% |
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