+42.4%
VFC vs PTC
+10.6%
+31.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +30.7% | +0.9% | +29.8% | +30.7% |
| 3M | +40.6% | +30.4% | +10.3% | +40.1% |
| 6M | +16.5% | +34.4% | -17.9% | +17.9% |
| YTD | +16.2% | +12.6% | +3.6% | +29.3% |
| 1Y | +42.4% | +10.2% | +32.2% | +61.2% |
| All | +42.4% | +10.6% | +31.8% | +61.2% |
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