-17.5%
RUN vs PTC
+285.4%
-302.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +3.6% |
| 7D | +1.3% | -10.3% | +11.5% | +8.6% |
| 30D | -15.3% | +1.1% | -16.4% | -17.2% |
| 3M | -40.0% | +1.6% | -41.6% | -43.0% |
| 6M | -27.0% | -13.5% | -13.5% | -23.3% |
| YTD | -51.7% | -19.1% | -32.6% | -46.9% |
| 1Y | -45.9% | -33.9% | -12.0% | -30.9% |
| 3Y | -43.8% | -3.9% | -39.9% | -47.9% |
| 5Y | -80.5% | +6.0% | -86.5% | -82.7% |
| 10Y | +45.3% | +223.7% | -178.5% | -25.4% |
| All | -17.5% | +285.4% | -302.9% | -56.6% |
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