+167.9%
RVMD vs PTC
+10.3%
+157.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -0.7% | +0.8% | -1.6% | -0.7% |
| 30D | -6.4% | +1.2% | -7.6% | -6.4% |
| 3M | -14.1% | +32.6% | -46.7% | -13.0% |
| 6M | +21.0% | +36.1% | -15.1% | +24.6% |
| YTD | +121.4% | +12.7% | +108.8% | +129.5% |
| 1Y | +167.9% | +10.2% | +157.7% | +180.5% |
| All | +167.9% | +10.3% | +157.6% | +180.5% |
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