+184.0%
ROP vs PTC
+317.3%
-133.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +30.1% | +0.9% | +29.1% | +29.7% |
| 3M | +19.9% | +30.4% | -10.5% | +8.7% |
| 6M | +46.0% | +34.4% | +11.6% | +30.3% |
| YTD | +8.4% | +12.6% | -4.2% | +2.1% |
| 1Y | +8.8% | +10.2% | -1.4% | +3.1% |
| 3Y | -5.6% | +29.4% | -35.0% | -16.8% |
| 5Y | +3.0% | +63.7% | -60.7% | -17.1% |
| 10Y | +184.0% | +316.9% | -132.9% | +63.9% |
| All | +184.0% | +317.3% | -133.3% | +63.9% |
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