+241.0%
RVMD vs PTC
+0.1%
+240.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.8% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -3.8% | +1.5% | -5.4% | -3.8% |
| 3M | +3.2% | +37.8% | -34.5% | +5.3% |
| 6M | +35.0% | +41.2% | -6.2% | +39.8% |
| YTD | +150.7% | +12.0% | +138.7% | +154.2% |
| 1Y | +241.0% | +1.6% | +239.3% | +246.4% |
| All | +241.0% | +0.1% | +240.9% | +246.4% |
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