+2,267.4%
VGT vs PTC
+1,233.5%
+1,033.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | +2.6% |
| 7D | +1.0% | -10.3% | +11.3% | +5.1% |
| 30D | +1.3% | +1.1% | +0.2% | +0.5% |
| 3M | -1.1% | +1.6% | -2.8% | -3.4% |
| 6M | +32.6% | -13.5% | +46.1% | +37.3% |
| YTD | +29.0% | -19.1% | +48.0% | +36.6% |
| 1Y | +39.7% | -33.9% | +73.6% | +59.8% |
| 3Y | +120.9% | -3.9% | +124.8% | +115.3% |
| 5Y | +133.6% | +6.0% | +127.5% | +116.8% |
| 10Y | +792.6% | +223.7% | +568.8% | +422.2% |
| All | +2,267.4% | +1,233.5% | +1,033.9% | +657.6% |
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