-37.1%
PTC vs ITOT
+16.9%
-54.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -14.2% | -2.0% | -12.2% | -13.3% |
| 30D | -14.4% | -2.0% | -12.5% | -13.5% |
| 3M | -4.7% | +4.5% | -9.3% | -6.9% |
| 6M | -19.3% | +12.6% | -32.0% | -26.4% |
| YTD | -26.1% | +12.0% | -38.1% | -32.1% |
| 1Y | -37.1% | +17.3% | -54.3% | -45.0% |
| All | -37.1% | +16.9% | -54.0% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling