+2.7%
PTC vs VIG
+63.6%
-60.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.6% |
| 7D | -12.8% | -0.4% | -12.4% | -12.3% |
| 30D | -9.8% | -2.1% | -7.7% | -7.4% |
| 3M | -2.1% | +3.3% | -5.4% | -6.0% |
| 6M | -18.1% | +9.3% | -27.4% | -26.8% |
| YTD | -23.5% | +10.1% | -33.7% | -32.4% |
| 1Y | -37.4% | +14.7% | -52.1% | -47.4% |
| 3Y | -7.2% | +56.9% | -64.2% | -47.3% |
| 5Y | +2.7% | +62.9% | -60.2% | -44.4% |
| All | +2.7% | +63.6% | -60.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling