-8.2%
VFC vs PTC
-33.3%
+25.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.4% | +2.6% |
| 7D | -1.6% | -10.3% | +8.7% | -1.2% |
| 30D | -11.6% | +1.1% | -12.8% | -11.7% |
| 3M | -18.1% | +1.6% | -19.7% | -17.9% |
| 6M | -27.4% | -13.5% | -13.9% | -22.8% |
| YTD | -24.8% | -19.1% | -5.8% | -16.4% |
| 1Y | -8.2% | -33.9% | +25.7% | +14.2% |
| All | -8.2% | -33.3% | +25.0% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling