-3.0%
RUN vs PTC
+30.6%
-33.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | +18.1% | +0.8% | +17.3% | +17.8% |
| 30D | +27.5% | +0.7% | +26.8% | +27.3% |
| 3M | -4.5% | +32.6% | -37.1% | -11.9% |
| 6M | -33.3% | +33.6% | -66.9% | -38.9% |
| YTD | -47.1% | +12.4% | -59.5% | -46.8% |
| 1Y | -43.1% | +11.2% | -54.4% | -42.4% |
| 3Y | -3.0% | +31.7% | -34.7% | -28.9% |
| All | -3.0% | +30.6% | -33.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling