+389.2%
ROIV vs PTC
+60.7%
+328.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | +17.6% | +1.2% | +16.4% | +17.2% |
| 3M | +9.0% | +27.4% | -18.4% | -0.6% |
| 6M | +35.3% | +39.2% | -3.9% | +17.6% |
| YTD | +82.2% | +12.5% | +69.7% | +74.1% |
| 1Y | +92.3% | +12.3% | +80.0% | +83.6% |
| 3Y | +336.8% | +28.8% | +308.0% | +257.7% |
| All | +389.2% | +60.7% | +328.6% | +233.5% |
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