+882.5%
RVMD vs PTC
+29.5%
+853.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.6% |
| 7D | -0.6% | +1.3% | -1.9% | -0.8% |
| 30D | +1.7% | +1.1% | +0.7% | +1.6% |
| 3M | -6.7% | +30.1% | -36.9% | -10.5% |
| 6M | +36.1% | +34.0% | +2.1% | +30.3% |
| YTD | +142.4% | +12.8% | +129.6% | +143.8% |
| 1Y | +207.8% | +10.7% | +197.0% | +211.6% |
| All | +882.5% | +29.5% | +853.0% | +726.1% |
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