-3.5%
ROP vs PTC
+32.2%
-35.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.2% | -3.0% |
| 7D | +2.1% | -0.2% | +2.4% | +2.2% |
| 30D | +32.9% | +0.8% | +32.2% | +32.6% |
| 3M | +20.0% | +32.1% | -12.1% | +9.7% |
| 6M | +36.4% | +42.6% | -6.2% | +20.4% |
| YTD | +7.8% | +12.0% | -4.1% | +2.6% |
| 1Y | +8.0% | +12.2% | -4.2% | +2.6% |
| 3Y | -3.5% | +31.2% | -34.7% | -16.9% |
| All | -3.5% | +32.2% | -35.7% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling