-51.4%
VG vs PTC
+2.9%
-54.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -22.0% | -0.1% | -21.9% | -22.0% |
| 30D | -14.7% | +0.8% | -15.6% | -14.9% |
| 3M | -7.1% | +39.6% | -46.6% | -15.8% |
| 6M | -11.2% | +41.5% | -52.6% | -19.8% |
| YTD | +69.8% | +11.7% | +58.1% | +75.8% |
| 1Y | +49.9% | +2.4% | +47.4% | +64.6% |
| All | -51.4% | +2.9% | -54.3% | -49.2% |
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 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