+5.3%
PTLC vs VT
+10.5%
-5.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | -2.7% | -2.3% | -0.4% | -0.7% |
| 30D | -5.3% | -5.0% | -0.4% | -1.2% |
| 3M | -4.1% | -4.9% | +0.8% | 0.0% |
| 6M | +0.6% | -1.5% | +2.1% | +2.0% |
| YTD | +3.3% | +8.5% | -5.1% | -3.1% |
| 1Y | +5.3% | +11.4% | -6.0% | -3.8% |
| All | +5.3% | +10.5% | -5.2% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling