+183.6%
ROP vs PTC
+326.2%
-142.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -1.6% | +0.8% | -2.5% | -1.9% |
| 30D | +29.5% | +0.7% | +28.8% | +29.2% |
| 3M | +17.5% | +32.6% | -15.1% | +6.0% |
| 6M | +38.1% | +33.6% | +4.5% | +23.5% |
| YTD | +7.0% | +12.4% | -5.5% | +0.8% |
| 1Y | +6.5% | +11.2% | -4.7% | +0.7% |
| 3Y | -5.5% | +31.7% | -37.2% | -17.1% |
| 5Y | -0.4% | +60.1% | -60.5% | -19.3% |
| 10Y | +183.6% | +317.2% | -133.6% | +63.5% |
| All | +183.6% | +326.2% | -142.6% | +63.5% |
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 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