-3.7%
PTC vs VSXY
+37.4%
-41.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.3% |
| 7D | -10.3% | -14.0% | +3.7% | -9.1% |
| 30D | +1.1% | -15.9% | +17.1% | +2.6% |
| 3M | +1.6% | +3.4% | -1.8% | +0.9% |
| 6M | -13.5% | +25.9% | -39.4% | -17.0% |
| YTD | -19.1% | +39.5% | -58.5% | -23.5% |
| 1Y | -33.9% | +194.4% | -228.2% | -43.5% |
| 3Y | -3.9% | +281.4% | -285.3% | -25.9% |
| 5Y | +6.0% | +12.8% | -6.7% | -6.3% |
| All | -3.7% | +37.4% | -41.1% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling