+197.3%
ROIV vs PTC
-3.9%
+201.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.5% |
| 7D | +0.6% | -10.3% | +10.9% | +2.4% |
| 30D | +1.0% | +1.1% | -0.2% | +0.6% |
| 3M | +18.3% | +1.6% | +16.7% | +17.8% |
| 6M | +18.3% | -13.5% | +31.8% | +22.7% |
| YTD | +61.0% | -19.1% | +80.0% | +69.4% |
| 1Y | +177.9% | -33.9% | +211.8% | +208.6% |
| All | +197.3% | -3.9% | +201.2% | +180.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling