+16.0%
ROL vs PTC
+60.7%
-44.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | +19.8% | +1.2% | +18.6% | +19.5% |
| 3M | +7.9% | +27.4% | -19.5% | +2.9% |
| 6M | -25.6% | +39.2% | -64.8% | -30.7% |
| YTD | -34.1% | +12.5% | -46.7% | -35.8% |
| 1Y | -31.4% | +12.3% | -43.7% | -33.2% |
| 3Y | +4.7% | +28.8% | -24.2% | -4.6% |
| All | +16.0% | +60.7% | -44.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling