+30.6%
VCIT vs PTC
+315.4%
-284.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | +1.1% | +1.1% | 0.0% | +1.1% |
| 3M | -1.4% | +30.1% | -31.5% | -2.5% |
| 6M | -2.3% | +34.0% | -36.3% | -3.6% |
| YTD | -1.8% | +12.8% | -14.6% | -2.5% |
| 1Y | -1.0% | +10.7% | -11.7% | -1.6% |
| 3Y | +19.3% | +29.6% | -10.4% | +17.2% |
| 5Y | +3.8% | +63.5% | -59.8% | +0.6% |
| 10Y | +30.6% | +316.7% | -286.1% | +23.4% |
| All | +30.6% | +315.4% | -284.8% | +23.4% |
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 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