+407.3%
RVMD vs PTC
-39.6%
+446.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | 0.0% |
| 7D | -0.7% | -13.6% | +12.8% | -1.4% |
| 30D | +0.3% | -14.7% | +15.0% | -0.3% |
| 3M | +38.9% | -5.9% | +44.8% | +40.2% |
| 6M | +108.1% | -21.1% | +129.2% | +108.3% |
| YTD | +160.7% | -26.0% | +186.8% | +166.7% |
| 1Y | +407.3% | -36.8% | +444.1% | +480.4% |
| All | +407.3% | -39.6% | +446.9% | +480.4% |
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