-48.6%
VFC vs PTC
+312.5%
-361.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +25.5% | +1.2% | +24.3% | +24.9% |
| 3M | +41.3% | +27.4% | +13.9% | +25.4% |
| 6M | +22.2% | +39.2% | -17.0% | +2.5% |
| YTD | +16.4% | +12.5% | +3.9% | +6.6% |
| 1Y | +38.4% | +12.3% | +26.1% | +26.8% |
| 3Y | +56.2% | +28.8% | +27.4% | +32.9% |
| 5Y | -68.2% | +60.9% | -129.0% | -75.5% |
| All | -48.6% | +312.5% | -361.1% | -71.7% |
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