+223.7%
PTC vs VT
+224.5%
-0.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -10.3% | +0.4% | -10.7% | -10.7% |
| 30D | +1.1% | +1.0% | +0.2% | 0.0% |
| 3M | +1.6% | +2.4% | -0.8% | -1.9% |
| 6M | -13.5% | +12.0% | -25.5% | -25.3% |
| YTD | -19.1% | +15.3% | -34.4% | -32.6% |
| 1Y | -33.9% | +22.6% | -56.5% | -48.7% |
| 3Y | -3.9% | +74.7% | -78.6% | -51.1% |
| 5Y | +6.0% | +66.1% | -60.1% | -42.1% |
| All | +223.7% | +224.5% | -0.8% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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