+1,246.3%
PTC vs VO
+827.2%
+419.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.8% |
| 7D | -10.3% | -0.3% | -10.0% | -10.0% |
| 30D | +1.1% | -0.3% | +1.5% | +1.5% |
| 3M | +1.6% | +2.9% | -1.3% | -2.1% |
| 6M | -13.5% | +9.3% | -22.8% | -22.4% |
| YTD | -19.1% | +14.2% | -33.2% | -30.9% |
| 1Y | -33.9% | +15.3% | -49.1% | -44.1% |
| 3Y | -3.9% | +56.2% | -60.2% | -42.1% |
| 5Y | +6.0% | +42.4% | -36.4% | -29.0% |
| 10Y | +223.7% | +194.7% | +29.0% | -2.2% |
| All | +1,246.3% | +827.2% | +419.0% | -4.7% |
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