-33.9%
PTC vs VYM
+21.4%
-55.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -10.3% | 0.0% | -10.3% | -10.2% |
| 30D | +1.1% | -0.5% | +1.7% | +1.4% |
| 3M | +1.6% | +3.0% | -1.4% | +0.7% |
| 6M | -13.5% | +8.2% | -21.7% | -17.3% |
| YTD | -19.1% | +15.8% | -34.9% | -27.5% |
| 1Y | -33.9% | +20.8% | -54.7% | -43.9% |
| All | -33.9% | +21.4% | -55.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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