+174.5%
RVMD vs PTC
+10.2%
+164.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.4% |
| 7D | -9.5% | +0.5% | -10.0% | -9.5% |
| 30D | -6.8% | +0.9% | -7.7% | -6.8% |
| 3M | -12.1% | +30.4% | -42.5% | -11.1% |
| 6M | +25.4% | +34.4% | -9.1% | +29.1% |
| YTD | +126.9% | +12.6% | +114.3% | +135.1% |
| All | +174.5% | +10.2% | +164.3% | +187.5% |
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 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