+216.0%
ROL vs PTC
+334.9%
-118.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +9.5% | -0.2% | +9.7% | +9.5% |
| 30D | +22.9% | +0.8% | +22.2% | +22.7% |
| 3M | +3.5% | +32.1% | -28.6% | -3.9% |
| 6M | -29.4% | +42.6% | -72.0% | -36.1% |
| YTD | -36.1% | +12.0% | -48.0% | -38.8% |
| 1Y | -34.4% | +12.2% | -46.5% | -37.2% |
| 3Y | +4.0% | +31.2% | -27.2% | -6.8% |
| 5Y | +13.2% | +54.9% | -41.7% | -4.8% |
| All | +216.0% | +334.9% | -118.9% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling