+81.7%
PTMC vs VT
+227.1%
-145.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -1.6% | +1.0% | -2.5% | -2.0% |
| 3M | +0.6% | +2.4% | -1.8% | -0.4% |
| 6M | +7.2% | +12.0% | -4.8% | +2.3% |
| YTD | +15.2% | +15.3% | -0.1% | +8.7% |
| 1Y | +16.4% | +22.6% | -6.2% | +7.2% |
| 3Y | +28.3% | +74.7% | -46.4% | +3.1% |
| 5Y | +20.7% | +66.1% | -45.5% | -1.6% |
| 10Y | +75.7% | +225.0% | -149.3% | +10.8% |
| All | +81.7% | +227.1% | -145.4% | +19.4% |
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