-44.6%
VG vs PTC
+3.7%
-48.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +14.0% | +0.5% | +13.5% | +13.8% |
| 30D | -1.0% | +1.2% | -2.2% | -1.2% |
| 3M | -2.7% | +27.4% | -30.1% | -8.7% |
| 6M | +1.5% | +39.2% | -37.7% | -7.0% |
| YTD | +93.7% | +12.5% | +81.2% | +100.1% |
| 1Y | +68.5% | +12.3% | +56.3% | +74.0% |
| All | -44.6% | +3.7% | -48.2% | -42.2% |
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