-12.1%
PTC vs VSXY
+33.4%
-45.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.1% |
| 7D | -14.2% | -0.3% | -13.9% | -14.2% |
| 30D | -14.4% | -22.1% | +7.6% | -12.6% |
| 3M | -4.7% | -1.1% | -3.6% | -5.0% |
| 6M | -19.3% | +53.8% | -73.1% | -24.3% |
| YTD | -26.1% | +35.5% | -61.6% | -30.0% |
| 1Y | -37.1% | +186.0% | -223.1% | -46.1% |
| 3Y | -10.4% | +343.2% | -353.6% | -32.9% |
| 5Y | +2.5% | +19.0% | -16.5% | -9.4% |
| All | -12.1% | +33.4% | -45.6% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling