+618.6%
RVMD vs PTC
+49.1%
+569.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.7% |
| 7D | -0.7% | -13.6% | +12.8% | +6.1% |
| 30D | +0.3% | -14.7% | +15.0% | +7.6% |
| 3M | +38.9% | -5.9% | +44.8% | +39.5% |
| 6M | +108.1% | -21.1% | +129.2% | +127.9% |
| YTD | +160.7% | -26.0% | +186.8% | +192.4% |
| 1Y | +407.3% | -36.8% | +444.1% | +518.5% |
| 3Y | +546.6% | -10.3% | +556.8% | +516.7% |
| 5Y | +579.8% | +1.2% | +578.6% | +491.2% |
| All | +618.6% | +49.1% | +569.5% | +326.5% |
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