+71.9%
PTMC vs VT
+206.9%
-135.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -2.0% |
| 7D | -3.3% | -4.2% | +0.9% | -1.5% |
| 30D | -3.1% | -5.8% | +2.7% | -0.6% |
| 3M | -6.9% | -5.2% | -1.6% | -4.6% |
| 6M | -2.0% | +0.1% | -2.1% | -2.0% |
| YTD | +9.0% | +8.2% | +0.8% | +5.7% |
| 1Y | +11.4% | +10.1% | +1.3% | +7.3% |
| 3Y | +32.9% | +69.7% | -36.8% | +8.4% |
| 5Y | +10.9% | +53.4% | -42.5% | -6.4% |
| 10Y | +77.2% | +219.2% | -142.0% | +12.7% |
| All | +71.9% | +206.9% | -135.0% | +16.1% |
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 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