+298.2%
PTCT vs VT
+289.1%
+9.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | +0.3% |
| 7D | +1.9% | -4.2% | +6.0% | +7.5% |
| 30D | +3.1% | -5.8% | +8.9% | +11.2% |
| 3M | -5.1% | -5.2% | +0.1% | +1.4% |
| 6M | +1.0% | +0.1% | +0.8% | +0.1% |
| YTD | -13.5% | +8.2% | -21.8% | -22.3% |
| 1Y | -8.5% | +10.1% | -18.6% | -19.6% |
| 3Y | +236.3% | +69.7% | +166.6% | +72.2% |
| 5Y | +59.0% | +53.4% | +5.6% | -7.2% |
| 10Y | +1,213.4% | +219.2% | +994.2% | +155.9% |
| All | +298.2% | +289.1% | +9.2% | -17.2% |
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