+1,255.6%
VFC vs PTC
+8,817.5%
-7,561.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +11.2% | -0.2% | +11.4% | +11.2% |
| 30D | +41.5% | +0.8% | +40.8% | +41.3% |
| 3M | +38.9% | +32.1% | +6.8% | +31.5% |
| 6M | +6.1% | +42.6% | -36.5% | -1.6% |
| YTD | +14.5% | +12.0% | +2.6% | +10.3% |
| 1Y | +46.0% | +12.2% | +33.8% | +40.6% |
| 3Y | +36.4% | +31.2% | +5.2% | +28.3% |
| 5Y | -67.5% | +54.9% | -122.4% | -70.2% |
| 10Y | -45.8% | +343.1% | -389.0% | -57.8% |
| All | +1,255.6% | +8,817.5% | -7,561.9% | +367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling