-46.1%
VFC vs PTC
+326.2%
-372.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +7.7% | +0.8% | +6.9% | +7.4% |
| 30D | +39.2% | +0.7% | +38.5% | +38.8% |
| 3M | +40.3% | +32.6% | +7.7% | +22.4% |
| 6M | +11.4% | +33.6% | -22.2% | -4.9% |
| YTD | +17.5% | +12.4% | +5.1% | +7.6% |
| 1Y | +45.9% | +11.2% | +34.6% | +34.2% |
| 3Y | +47.3% | +31.7% | +15.6% | +24.1% |
| 5Y | -67.2% | +60.1% | -127.3% | -74.7% |
| 10Y | -46.1% | +317.2% | -363.3% | -70.2% |
| All | -46.1% | +326.2% | -372.3% | -70.2% |
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