+789.2%
VGT vs PTC
+200.2%
+589.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.0% | -14.2% | +13.2% | +5.5% |
| 30D | -0.4% | -14.4% | +14.0% | +6.0% |
| 3M | +6.6% | -4.7% | +11.3% | +6.5% |
| 6M | +31.0% | -19.3% | +50.3% | +40.7% |
| YTD | +27.2% | -26.1% | +53.4% | +41.8% |
| 1Y | +34.5% | -37.1% | +71.5% | +61.3% |
| 3Y | +123.1% | -10.4% | +133.5% | +120.8% |
| 5Y | +135.1% | +2.5% | +132.6% | +114.8% |
| All | +789.2% | +200.2% | +589.1% | +411.7% |
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