-22.1%
ROP vs PTC
-33.3%
+11.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.5% | -1.2% |
| 7D | -4.4% | -10.3% | +5.8% | -0.4% |
| 30D | +3.2% | +1.1% | +2.1% | +2.7% |
| 3M | +23.1% | +1.6% | +21.4% | +20.4% |
| 6M | +13.3% | -13.5% | +26.8% | +17.5% |
| YTD | -7.9% | -19.1% | +11.2% | -3.7% |
| 1Y | -22.1% | -33.9% | +11.8% | -15.8% |
| All | -22.1% | -33.3% | +11.2% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling