+311.9%
ROIV vs PTC
+31.8%
+280.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.2% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +3.1% | +0.8% | +2.2% | +3.0% |
| 3M | +5.8% | +39.6% | -33.7% | +1.4% |
| 6M | +29.3% | +41.5% | -12.2% | +23.3% |
| YTD | +68.8% | +11.7% | +57.1% | +71.7% |
| 1Y | +81.0% | +2.4% | +78.6% | +88.5% |
| All | +311.9% | +31.8% | +280.1% | +236.8% |
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