+584.7%
RVMD vs PTC
+1.8%
+582.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | +1.0% |
| 7D | -1.2% | -12.8% | +11.6% | +4.5% |
| 30D | +1.1% | -9.8% | +10.8% | +5.1% |
| 3M | +39.6% | -2.1% | +41.7% | +38.1% |
| 6M | +110.7% | -18.1% | +128.8% | +126.9% |
| YTD | +160.3% | -23.5% | +183.8% | +187.8% |
| 1Y | +404.9% | -37.4% | +442.3% | +522.5% |
| 3Y | +545.5% | -7.2% | +552.7% | +490.3% |
| 5Y | +584.7% | +2.7% | +582.0% | +449.0% |
| All | +584.7% | +1.8% | +582.8% | +449.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling