+545.5%
RVMD vs PTC
-8.0%
+553.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | 0.0% |
| 7D | -1.2% | -12.8% | +11.6% | +1.9% |
| 30D | +1.1% | -9.8% | +10.8% | +3.3% |
| 3M | +39.6% | -2.1% | +41.7% | +39.4% |
| 6M | +110.7% | -18.1% | +128.8% | +123.0% |
| YTD | +160.3% | -23.5% | +183.8% | +181.6% |
| 1Y | +404.9% | -37.4% | +442.3% | +495.5% |
| 3Y | +545.5% | -7.2% | +552.7% | +367.2% |
| All | +545.5% | -8.0% | +553.5% | +367.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling