-33.9%
PTC vs VSXY
+224.6%
-258.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.0% |
| 7D | -10.3% | -14.0% | +3.7% | -10.3% |
| 30D | +1.1% | -15.9% | +17.1% | +1.0% |
| 3M | +1.6% | +3.4% | -1.8% | +1.8% |
| 6M | -13.5% | +25.9% | -39.4% | -13.5% |
| YTD | -19.1% | +39.5% | -58.5% | -19.7% |
| 1Y | -33.9% | +194.4% | -228.2% | -39.3% |
| All | -33.9% | +224.6% | -258.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling