+250.4%
ROIV vs PTC
+6.0%
+244.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +3.8% |
| 7D | +0.6% | -10.3% | +10.9% | +4.8% |
| 30D | +1.0% | +1.1% | -0.2% | +0.1% |
| 3M | +18.3% | +1.6% | +16.7% | +15.8% |
| 6M | +18.3% | -13.5% | +31.8% | +24.3% |
| YTD | +61.0% | -19.1% | +80.0% | +73.5% |
| 1Y | +177.9% | -33.9% | +211.8% | +229.0% |
| 3Y | +199.1% | -3.9% | +203.0% | +172.4% |
| All | +250.4% | +6.0% | +244.3% | +166.5% |
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