+182.8%
PTLC vs VT
+224.4%
-41.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -0.9% | -0.7% | -0.2% | -0.4% |
| 30D | -2.3% | -1.7% | -0.6% | -1.3% |
| 3M | -1.1% | -2.3% | +1.2% | +0.2% |
| 6M | +3.1% | +1.5% | +1.6% | +2.3% |
| YTD | +6.8% | +12.0% | -5.3% | +0.3% |
| 1Y | +6.9% | +12.9% | -6.0% | 0.0% |
| 3Y | +50.9% | +74.9% | -24.0% | +11.4% |
| 5Y | +52.7% | +59.9% | -7.2% | +18.5% |
| 10Y | +182.8% | +224.6% | -41.8% | +45.1% |
| All | +182.8% | +224.4% | -41.5% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling