+54.3%
PTC vs RVTY
-7.4%
+61.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.7% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | +0.8% | +1.0% | -0.3% | 0.0% |
| 3M | +32.1% | +35.8% | -3.7% | +18.8% |
| 6M | +42.6% | +56.7% | -14.1% | +21.2% |
| YTD | +12.0% | +60.7% | -48.7% | -6.5% |
| 1Y | +12.2% | +73.7% | -61.5% | -9.2% |
| 3Y | +31.2% | +82.8% | -51.5% | +0.1% |
| All | +54.3% | -7.4% | +61.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling