+9,030.3%
ROL vs PTC
+6,346.6%
+2,683.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.5% | +1.3% |
| 7D | -1.4% | -10.3% | +8.8% | +0.2% |
| 30D | -4.1% | +1.1% | -5.2% | -4.4% |
| 3M | -22.5% | +1.6% | -24.1% | -23.1% |
| 6M | -37.7% | -13.5% | -24.2% | -36.7% |
| YTD | -39.6% | -19.1% | -20.5% | -38.1% |
| 1Y | -36.0% | -33.9% | -2.1% | -32.4% |
| 3Y | -5.1% | -3.9% | -1.2% | -6.3% |
| 5Y | -3.4% | +6.0% | -9.4% | -7.0% |
| 10Y | +215.2% | +223.7% | -8.5% | +150.1% |
| All | +9,030.3% | +6,346.6% | +2,683.6% | +4,099.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling