+1,182.0%
PTC vs ITOT
+896.7%
+285.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.7% |
| 7D | -10.3% | +0.1% | -10.4% | -10.4% |
| 30D | +1.1% | 0.0% | +1.1% | +1.2% |
| 3M | +1.6% | +2.0% | -0.3% | -1.4% |
| 6M | -13.5% | +13.0% | -26.5% | -26.1% |
| YTD | -19.1% | +14.0% | -33.0% | -31.6% |
| 1Y | -33.9% | +19.9% | -53.8% | -47.4% |
| 3Y | -3.9% | +75.8% | -79.7% | -52.1% |
| 5Y | +6.0% | +73.8% | -67.8% | -46.3% |
| 10Y | +223.7% | +295.9% | -72.2% | -39.5% |
| All | +1,182.0% | +896.7% | +285.3% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling