+28.9%
VCIT vs PTC
+334.9%
-306.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +1.9% | +0.8% | +1.2% | +1.9% |
| 3M | -1.4% | +32.1% | -33.6% | -2.6% |
| 6M | -2.1% | +42.6% | -44.8% | -3.7% |
| YTD | -1.6% | +12.0% | -13.6% | -2.3% |
| 1Y | -0.9% | +12.2% | -13.1% | -1.6% |
| 3Y | +20.0% | +31.2% | -11.2% | +17.9% |
| 5Y | +3.1% | +54.9% | -51.8% | +0.2% |
| All | +28.9% | +334.9% | -306.0% | +22.2% |
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