+6.5%
PTC vs VYM
+77.5%
-71.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.9% |
| 7D | -7.3% | -0.8% | -6.5% | -6.4% |
| 30D | -11.6% | -2.2% | -9.4% | -9.4% |
| 3M | +10.5% | +3.1% | +7.4% | +6.9% |
| 6M | -17.8% | +9.7% | -27.5% | -26.1% |
| YTD | -24.9% | +14.9% | -39.8% | -36.0% |
| 1Y | -36.8% | +17.6% | -54.4% | -47.5% |
| 3Y | -8.7% | +65.3% | -74.0% | -48.5% |
| All | +6.5% | +77.5% | -71.0% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling