+98.0%
VCIT vs PTC
+791.4%
-693.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +0.1% |
| 7D | -0.3% | -10.3% | +9.9% | -0.2% |
| 30D | -0.8% | +1.1% | -1.9% | -0.8% |
| 3M | -1.0% | +1.6% | -2.6% | -1.1% |
| 6M | -1.8% | -13.5% | +11.6% | -1.6% |
| YTD | -0.7% | -19.1% | +18.4% | -0.4% |
| 1Y | +1.0% | -33.9% | +34.9% | +1.7% |
| 3Y | +18.8% | -3.9% | +22.8% | +18.7% |
| 5Y | +3.5% | +6.0% | -2.6% | +2.9% |
| 10Y | +29.2% | +223.7% | -194.5% | +28.7% |
| All | +98.0% | +791.4% | -693.4% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling