+8.7%
PTC vs RVTY
-30.5%
+39.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -10.3% | +1.1% | -11.4% | -10.6% |
| 30D | +1.1% | +13.2% | -12.1% | -3.0% |
| 3M | +1.6% | +27.2% | -25.6% | -6.8% |
| 6M | -13.5% | +32.4% | -45.9% | -22.4% |
| YTD | -19.1% | +34.9% | -53.9% | -28.1% |
| 1Y | -33.9% | +52.4% | -86.2% | -44.1% |
| 3Y | -3.9% | +12.3% | -16.2% | -11.0% |
| All | +8.7% | -30.5% | +39.2% | +23.1% |
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