+650.1%
PTC vs VEU
+192.1%
+458.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.6% | -6.5% |
| 7D | -10.3% | +1.1% | -11.4% | -11.2% |
| 30D | +1.1% | +2.2% | -1.0% | -1.0% |
| 3M | +1.6% | +3.0% | -1.4% | -2.3% |
| 6M | -13.5% | +10.9% | -24.3% | -23.2% |
| YTD | -19.1% | +18.2% | -37.2% | -32.7% |
| 1Y | -33.9% | +28.3% | -62.1% | -49.1% |
| 3Y | -3.9% | +74.6% | -78.5% | -45.2% |
| 5Y | +6.0% | +56.4% | -50.3% | -32.3% |
| 10Y | +223.7% | +153.0% | +70.7% | +35.7% |
| All | +650.1% | +192.1% | +458.0% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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