+235.9%
ROIV vs PTC
+26.3%
+209.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +3.4% |
| 7D | +0.6% | -10.3% | +10.9% | +4.0% |
| 30D | +1.0% | +1.1% | -0.2% | +0.3% |
| 3M | +18.3% | +1.6% | +16.7% | +16.3% |
| 6M | +18.3% | -13.5% | +31.8% | +23.0% |
| YTD | +61.0% | -19.1% | +80.0% | +70.9% |
| 1Y | +177.9% | -33.9% | +211.8% | +217.6% |
| 3Y | +199.1% | -3.9% | +203.0% | +183.7% |
| 5Y | +250.7% | +6.0% | +244.7% | +199.9% |
| All | +235.9% | +26.3% | +209.5% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling