+626.7%
RVMD vs PTC
+63.1%
+563.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +2.5% |
| 7D | +1.0% | -10.3% | +11.3% | +6.2% |
| 30D | +6.4% | +1.1% | +5.3% | +5.2% |
| 3M | +34.9% | +1.6% | +33.3% | +31.0% |
| 6M | +107.6% | -13.5% | +121.0% | +117.8% |
| YTD | +163.7% | -19.1% | +182.7% | +183.6% |
| 1Y | +439.2% | -33.9% | +473.1% | +546.5% |
| 3Y | +499.2% | -3.9% | +503.1% | +455.6% |
| 5Y | +621.7% | +6.0% | +615.7% | +516.0% |
| All | +626.7% | +63.1% | +563.6% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling