+210.7%
ROL vs PTC
+223.7%
-13.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.5% | +1.8% |
| 7D | -1.4% | -10.3% | +8.8% | +1.0% |
| 30D | -4.1% | +1.1% | -5.2% | -4.6% |
| 3M | -22.5% | +1.6% | -24.1% | -23.4% |
| 6M | -37.7% | -13.5% | -24.2% | -36.1% |
| YTD | -39.6% | -19.1% | -20.5% | -37.2% |
| 1Y | -36.0% | -33.9% | -2.1% | -30.2% |
| 3Y | -5.1% | -3.9% | -1.2% | -7.8% |
| 5Y | -3.4% | +6.0% | -9.4% | -10.4% |
| All | +210.7% | +223.7% | -13.0% | +114.0% |
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