-10.0%
PTC vs VYM
+64.8%
-74.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.8% |
| 7D | -13.6% | -1.0% | -12.6% | -12.7% |
| 30D | -14.7% | -2.0% | -12.6% | -12.9% |
| 3M | -5.9% | +3.1% | -9.0% | -8.7% |
| 6M | -21.1% | +8.9% | -30.0% | -28.0% |
| YTD | -26.0% | +14.7% | -40.7% | -36.3% |
| 1Y | -36.8% | +19.4% | -56.2% | -48.0% |
| All | -10.0% | +64.8% | -74.9% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling