-13.3%
VFC vs PTC
-38.1%
+24.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.6% |
| 7D | +0.8% | -12.8% | +13.6% | +1.4% |
| 30D | -11.9% | -9.8% | -2.2% | -11.6% |
| 3M | -20.2% | -2.1% | -18.1% | -20.1% |
| 6M | -23.0% | -18.1% | -4.9% | -18.0% |
| YTD | -26.2% | -23.5% | -2.7% | -17.7% |
| 1Y | -13.3% | -37.4% | +24.0% | +7.1% |
| All | -13.3% | -38.1% | +24.8% | +7.1% |
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