-46.6%
VG vs PTC
+3.7%
-50.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +5.5% | +0.5% | +5.0% | +5.4% |
| 30D | -3.6% | +0.9% | -4.5% | -3.8% |
| 3M | -4.0% | +30.4% | -34.4% | -10.8% |
| 6M | +9.4% | +34.4% | -25.0% | +2.0% |
| YTD | +86.6% | +12.6% | +74.0% | +92.8% |
| 1Y | +69.5% | +10.2% | +59.3% | +77.7% |
| All | -46.6% | +3.7% | -50.3% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling