+510.2%
RVMD vs PTC
+127.0%
+383.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -0.7% | +0.8% | -1.6% | -1.1% |
| 30D | -6.4% | +1.2% | -7.6% | -6.8% |
| 3M | -14.1% | +32.6% | -46.7% | -26.2% |
| 6M | +21.0% | +36.1% | -15.1% | +0.9% |
| YTD | +121.4% | +12.7% | +108.8% | +100.9% |
| 1Y | +167.9% | +10.2% | +157.7% | +146.0% |
| 3Y | +794.7% | +29.4% | +765.3% | +611.9% |
| 5Y | +437.2% | +61.1% | +376.1% | +271.1% |
| All | +510.2% | +127.0% | +383.2% | +193.1% |
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 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