+3.6%
ROL vs PTC
+29.2%
-25.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +20.6% | +0.9% | +19.7% | +20.5% |
| 3M | +4.5% | +30.4% | -25.9% | +1.7% |
| 6M | -26.5% | +34.4% | -60.9% | -29.0% |
| YTD | -34.8% | +12.6% | -47.4% | -35.5% |
| 1Y | -33.2% | +10.2% | -43.4% | -33.7% |
| All | +3.6% | +29.2% | -25.6% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling