+476.5%
V vs PTC
+313.0%
+163.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | +6.3% | +1.2% | +5.1% | +5.9% |
| 3M | +17.2% | +32.6% | -15.5% | +4.1% |
| 6M | +29.2% | +36.1% | -6.8% | +12.7% |
| YTD | +20.8% | +12.7% | +8.1% | +12.4% |
| 1Y | +25.0% | +10.2% | +14.9% | +17.2% |
| 3Y | +75.3% | +29.4% | +45.8% | +49.5% |
| 5Y | +105.8% | +61.1% | +44.8% | +56.9% |
| All | +476.5% | +313.0% | +163.5% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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