+200.2%
PTC vs VYM
+209.2%
-9.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.9% |
| 7D | -7.3% | -0.8% | -6.5% | -6.5% |
| 30D | -11.6% | -2.2% | -9.4% | -9.6% |
| 3M | +10.5% | +3.1% | +7.4% | +7.2% |
| 6M | -17.8% | +9.7% | -27.5% | -25.4% |
| YTD | -24.9% | +14.9% | -39.8% | -35.1% |
| 1Y | -36.8% | +17.6% | -54.4% | -46.6% |
| 3Y | -8.7% | +65.3% | -74.0% | -44.9% |
| 5Y | +4.1% | +78.7% | -74.6% | -41.3% |
| All | +200.2% | +209.2% | -9.0% | -4.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling