+603.6%
RVMD vs PTC
+48.9%
+554.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -3.6% | -14.2% | +10.7% | +3.5% |
| 30D | -1.1% | -14.4% | +13.4% | +5.9% |
| 3M | +41.0% | -4.7% | +45.7% | +40.7% |
| 6M | +105.7% | -19.3% | +125.0% | +122.6% |
| YTD | +155.3% | -26.1% | +181.4% | +186.4% |
| 1Y | +402.7% | -37.1% | +439.8% | +514.2% |
| 3Y | +533.1% | -10.4% | +543.5% | +504.3% |
| 5Y | +583.5% | +2.5% | +581.1% | +490.1% |
| All | +603.6% | +48.9% | +554.7% | +317.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling