-15.8%
RUN vs PTC
+436.0%
-451.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.3% |
| 7D | +3.2% | +0.5% | +2.7% | +2.8% |
| 30D | +19.5% | +0.9% | +18.6% | +18.7% |
| 3M | -9.6% | +30.4% | -39.9% | -28.1% |
| 6M | -37.3% | +34.4% | -71.7% | -53.1% |
| YTD | -50.7% | +12.6% | -63.3% | -58.4% |
| 1Y | -54.1% | +10.2% | -64.3% | -60.6% |
| 3Y | -3.9% | +29.4% | -33.3% | -30.4% |
| 5Y | -84.4% | +63.7% | -148.1% | -90.0% |
| 10Y | +77.5% | +316.9% | -239.4% | -28.5% |
| All | -15.8% | +436.0% | -451.8% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling