+222.4%
PTC vs RVTY
+149.2%
+73.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -10.3% | +1.1% | -11.4% | -10.7% |
| 30D | +1.1% | +13.2% | -12.1% | -4.3% |
| 3M | +1.6% | +27.2% | -25.6% | -9.5% |
| 6M | -13.5% | +32.4% | -45.9% | -25.3% |
| YTD | -19.1% | +34.9% | -53.9% | -31.1% |
| 1Y | -33.9% | +52.4% | -86.2% | -47.2% |
| 3Y | -3.9% | +12.3% | -16.2% | -15.4% |
| 5Y | +6.0% | -30.8% | +36.9% | +20.0% |
| All | +222.4% | +149.2% | +73.2% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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