-67.9%
VFC vs PTC
+55.9%
-123.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +11.2% | -0.2% | +11.4% | +11.3% |
| 30D | +41.5% | +0.8% | +40.8% | +41.1% |
| 3M | +38.9% | +32.1% | +6.8% | +21.3% |
| 6M | +6.1% | +42.6% | -36.5% | -13.1% |
| YTD | +14.5% | +12.0% | +2.6% | +7.3% |
| 1Y | +46.0% | +12.2% | +33.8% | +36.5% |
| 3Y | +36.4% | +31.2% | +5.2% | +10.5% |
| All | -67.9% | +55.9% | -123.8% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling