+87.6%
ROIV vs PTC
+10.3%
+77.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +9.2% | +0.8% | +8.4% | +9.2% |
| 30D | +19.9% | +1.2% | +18.7% | +20.0% |
| 3M | +10.6% | +32.6% | -22.0% | +12.6% |
| 6M | +36.1% | +36.1% | 0.0% | +41.9% |
| YTD | +84.3% | +12.7% | +71.6% | +99.0% |
| 1Y | +87.6% | +10.2% | +77.4% | +104.2% |
| All | +87.6% | +10.3% | +77.3% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling