-2.7%
PTC vs VIG
+58.6%
-61.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.6% | -5.5% |
| 7D | -10.3% | -0.4% | -9.8% | -9.8% |
| 30D | +1.1% | -1.0% | +2.1% | +2.3% |
| 3M | +1.6% | +2.8% | -1.2% | -1.6% |
| 6M | -13.5% | +8.2% | -21.7% | -21.4% |
| YTD | -19.1% | +11.0% | -30.1% | -28.8% |
| 1Y | -33.9% | +16.1% | -50.0% | -45.0% |
| All | -2.7% | +58.6% | -61.3% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling