+273.8%
ROIV vs PTC
+74.7%
+199.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +5.9% | +6.1% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +11.9% | +0.8% | +11.1% | +11.7% |
| 3M | +10.7% | +32.1% | -21.4% | +1.3% |
| 6M | +34.9% | +42.6% | -7.7% | +18.8% |
| YTD | +79.2% | +12.0% | +67.2% | +71.9% |
| 1Y | +89.0% | +12.2% | +76.9% | +81.1% |
| 3Y | +337.3% | +31.2% | +306.1% | +278.0% |
| 5Y | +402.3% | +54.9% | +347.4% | +287.0% |
| All | +273.8% | +74.7% | +199.1% | +191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling