+320.3%
PTCT vs VT
+314.6%
+5.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -1.1% | +0.4% | -1.6% | -1.7% |
| 30D | +0.1% | +1.0% | -0.8% | -1.1% |
| 3M | -1.9% | +2.4% | -4.3% | -5.4% |
| 6M | +7.8% | +12.0% | -4.2% | -7.0% |
| YTD | -8.8% | +15.3% | -24.1% | -24.3% |
| 1Y | +19.5% | +22.6% | -3.1% | -8.3% |
| 3Y | +72.9% | +74.7% | -1.8% | -14.3% |
| 5Y | +57.0% | +66.1% | -9.2% | -17.4% |
| 10Y | +776.1% | +225.0% | +551.1% | +72.0% |
| All | +320.3% | +314.6% | +5.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling