+1.2%
PTC vs ITOT
+73.3%
-72.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -2.7% |
| 7D | -13.6% | -0.4% | -13.2% | -13.2% |
| 30D | -14.7% | -1.6% | -13.1% | -13.2% |
| 3M | -5.9% | +3.5% | -9.4% | -9.6% |
| 6M | -21.1% | +13.1% | -34.3% | -31.3% |
| YTD | -26.0% | +12.7% | -38.7% | -35.3% |
| 1Y | -36.8% | +18.3% | -55.1% | -47.6% |
| 3Y | -10.3% | +76.4% | -86.7% | -52.2% |
| 5Y | +1.2% | +73.8% | -72.6% | -44.3% |
| All | +1.2% | +73.3% | -72.2% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling