-24.4%
VFC vs PTC
-2.9%
-21.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.4% | +4.8% |
| 7D | -1.6% | -10.3% | +8.7% | +2.7% |
| 30D | -11.6% | +1.1% | -12.8% | -12.7% |
| 3M | -18.1% | +1.6% | -19.7% | -20.1% |
| 6M | -27.4% | -13.5% | -13.9% | -22.5% |
| YTD | -24.8% | -19.1% | -5.8% | -16.6% |
| 1Y | -8.2% | -33.9% | +25.7% | +16.8% |
| All | -24.4% | -2.9% | -21.6% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling