-39.3%
VG vs PTC
-25.4%
-13.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +1.7% |
| 7D | +1.7% | -10.3% | +12.0% | +5.6% |
| 30D | +16.0% | +1.1% | +14.9% | +15.1% |
| 3M | +9.7% | +1.6% | +8.1% | +9.4% |
| 6M | +29.6% | -13.5% | +43.0% | +41.0% |
| YTD | +112.0% | -19.1% | +131.1% | +140.4% |
| 1Y | +12.8% | -33.9% | +46.7% | +49.5% |
| All | -39.3% | -25.4% | -13.9% | -30.6% |
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 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