+198.3%
PTC vs VIG
+241.3%
-43.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.7% |
| 7D | -13.6% | -1.2% | -12.4% | -12.3% |
| 30D | -14.7% | -2.8% | -11.8% | -11.8% |
| 3M | -5.9% | +2.5% | -8.4% | -8.6% |
| 6M | -21.1% | +8.1% | -29.2% | -28.1% |
| YTD | -26.0% | +9.6% | -35.6% | -33.6% |
| 1Y | -36.8% | +14.2% | -51.0% | -46.0% |
| 3Y | -10.3% | +56.1% | -66.4% | -46.0% |
| 5Y | +1.2% | +62.8% | -61.7% | -41.4% |
| 10Y | +198.3% | +248.2% | -49.9% | -28.3% |
| All | +198.3% | +241.3% | -43.0% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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