+24,936.4%
ROP vs PTC
+1,222.4%
+23,714.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.5% | -2.5% |
| 7D | -4.4% | -10.3% | +5.8% | -2.6% |
| 30D | +3.2% | +1.1% | +2.1% | +3.0% |
| 3M | +23.1% | +1.6% | +21.4% | +22.4% |
| 6M | +13.3% | -13.5% | +26.8% | +15.8% |
| YTD | -7.9% | -19.1% | +11.2% | -4.7% |
| 1Y | -22.1% | -33.9% | +11.8% | -16.7% |
| 3Y | -16.8% | -3.9% | -12.9% | -17.2% |
| 5Y | -13.5% | +6.0% | -19.6% | -16.1% |
| 10Y | +137.7% | +223.7% | -86.0% | +87.4% |
| All | +24,936.4% | +1,222.4% | +23,714.0% | +13,217.0% |
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