-34.7%
ROL vs PTC
+0.1%
-34.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | +14.6% | +0.1% | +14.5% | +14.6% |
| 30D | +29.3% | +1.5% | +27.8% | +29.2% |
| 3M | +2.0% | +37.8% | -35.8% | -0.5% |
| 6M | -28.5% | +41.2% | -69.8% | -30.6% |
| YTD | -35.3% | +12.0% | -47.4% | -34.6% |
| 1Y | -34.7% | +1.6% | -36.3% | -32.5% |
| All | -34.7% | +0.1% | -34.8% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling