+1.2%
PTC vs VSXY
+19.3%
-18.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.9% |
| 7D | -13.6% | -10.7% | -2.9% | -12.7% |
| 30D | -14.7% | -24.3% | +9.6% | -12.5% |
| 3M | -5.9% | +1.0% | -6.9% | -6.4% |
| 6M | -21.1% | +57.4% | -78.5% | -26.5% |
| YTD | -26.0% | +39.8% | -65.8% | -30.4% |
| 1Y | -36.8% | +196.5% | -233.3% | -46.7% |
| 3Y | -10.3% | +357.2% | -367.5% | -35.2% |
| 5Y | +1.2% | +18.9% | -17.7% | -5.2% |
| All | +1.2% | +19.3% | -18.1% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling