+311.9%
PTC vs ITOT
+287.5%
+24.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +0.5% | +2.5% | -2.0% | -2.2% |
| 30D | +1.2% | -1.7% | +2.9% | +2.7% |
| 3M | +27.4% | -3.4% | +30.7% | +31.9% |
| 6M | +39.2% | +2.1% | +37.1% | +34.7% |
| YTD | +12.5% | +11.5% | +1.0% | -1.6% |
| 1Y | +12.3% | +13.6% | -1.3% | -3.9% |
| 3Y | +28.8% | +77.2% | -48.4% | -33.5% |
| 5Y | +60.9% | +64.4% | -3.5% | -8.9% |
| All | +311.9% | +287.5% | +24.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling