+379.0%
ROIV vs PTC
+55.4%
+323.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | +13.3% | +0.8% | +12.5% | +13.1% |
| 30D | +14.8% | +0.7% | +14.0% | +14.5% |
| 3M | +11.9% | +32.6% | -20.7% | +0.2% |
| 6M | +42.4% | +33.6% | +8.8% | +25.9% |
| YTD | +87.4% | +12.4% | +75.0% | +78.9% |
| 1Y | +97.2% | +11.2% | +86.0% | +89.1% |
| 3Y | +375.7% | +31.7% | +344.0% | +282.2% |
| 5Y | +379.0% | +60.1% | +319.0% | +229.5% |
| All | +379.0% | +55.4% | +323.6% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling