+444.2%
V vs PTC
+326.2%
+118.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | +9.5% | +0.7% | +8.8% | +9.3% |
| 3M | +16.7% | +32.6% | -15.9% | +3.6% |
| 6M | +32.9% | +33.6% | -0.6% | +16.7% |
| YTD | +21.1% | +12.4% | +8.7% | +12.8% |
| 1Y | +26.6% | +11.2% | +15.4% | +18.3% |
| 3Y | +78.4% | +31.7% | +46.7% | +51.1% |
| 5Y | +105.5% | +60.1% | +45.4% | +57.0% |
| 10Y | +444.2% | +317.2% | +127.1% | +163.2% |
| All | +444.2% | +326.2% | +118.1% | +163.2% |
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