+56.4%
V vs PTC
-3.9%
+60.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +0.5% |
| 7D | -1.7% | -10.3% | +8.6% | +0.9% |
| 30D | +2.0% | +1.1% | +0.8% | +1.4% |
| 3M | +17.4% | +1.6% | +15.8% | +16.0% |
| 6M | +17.5% | -13.5% | +31.0% | +20.8% |
| YTD | +7.6% | -19.1% | +26.6% | +12.5% |
| 1Y | +7.7% | -33.9% | +41.6% | +19.1% |
| All | +56.4% | -3.9% | +60.3% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling