+195.4%
PTC vs VYM
+207.1%
-11.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -14.2% | -1.9% | -12.4% | -12.6% |
| 30D | -14.4% | -2.6% | -11.8% | -12.2% |
| 3M | -4.7% | +3.6% | -8.3% | -8.2% |
| 6M | -19.3% | +8.7% | -28.0% | -26.1% |
| YTD | -26.1% | +14.1% | -40.2% | -35.7% |
| 1Y | -37.1% | +17.8% | -54.9% | -46.9% |
| 3Y | -10.4% | +64.5% | -74.9% | -45.6% |
| 5Y | +2.5% | +77.5% | -75.1% | -41.8% |
| All | +195.4% | +207.1% | -11.7% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling