+1,249.9%
PTC vs VIG
+648.1%
+601.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -2.6% |
| 7D | +0.8% | +0.4% | +0.4% | 0.0% |
| 30D | +0.7% | +4.3% | -3.5% | -4.8% |
| 3M | +32.6% | +2.0% | +30.6% | +29.1% |
| 6M | +33.6% | +10.2% | +23.4% | +17.6% |
| YTD | +12.4% | +14.8% | -2.4% | -6.2% |
| 1Y | +11.2% | +17.5% | -6.2% | -10.0% |
| 3Y | +31.7% | +67.4% | -35.7% | -31.6% |
| 5Y | +60.1% | +63.4% | -3.3% | -13.6% |
| 10Y | +317.2% | +259.9% | +57.3% | -19.6% |
| All | +1,249.9% | +648.1% | +601.8% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling