+55.8%
VEA vs PTC
+62.1%
-6.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | 0.0% | +0.9% | -0.9% | -0.2% |
| 3M | -3.6% | +30.4% | -34.0% | -9.1% |
| 6M | -0.5% | +34.4% | -34.9% | -7.3% |
| YTD | +13.0% | +12.6% | +0.4% | +10.2% |
| 1Y | +16.3% | +10.2% | +6.1% | +14.1% |
| 3Y | +74.4% | +29.4% | +45.0% | +56.5% |
| 5Y | +55.8% | +63.7% | -7.9% | +26.4% |
| All | +55.8% | +62.1% | -6.3% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling