+1,769.9%
PTC vs VO
+822.3%
+947.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -2.6% |
| 7D | +0.8% | -0.1% | +0.9% | +0.7% |
| 30D | +0.7% | +0.5% | +0.2% | -0.1% |
| 3M | +32.6% | -1.0% | +33.6% | +34.0% |
| 6M | +33.6% | +6.4% | +27.1% | +23.8% |
| YTD | +12.4% | +13.6% | -1.2% | -3.5% |
| 1Y | +11.2% | +14.5% | -3.3% | -5.4% |
| 3Y | +31.7% | +67.2% | -35.5% | -26.5% |
| 5Y | +60.1% | +36.1% | +24.0% | +12.6% |
| 10Y | +317.2% | +199.3% | +117.9% | +23.8% |
| All | +1,769.9% | +822.3% | +947.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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