+98.4%
VICI vs PTC
+118.8%
-20.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +1.2% |
| 7D | -1.1% | -12.8% | +11.7% | +3.4% |
| 30D | -5.5% | -9.8% | +4.3% | -2.5% |
| 3M | -6.2% | -2.1% | -4.2% | -6.6% |
| 6M | -12.0% | -18.1% | +6.1% | -7.2% |
| YTD | -7.1% | -23.5% | +16.4% | -0.1% |
| 1Y | -19.2% | -37.4% | +18.1% | -7.0% |
| 3Y | -3.7% | -7.2% | +3.5% | -7.6% |
| 5Y | +4.4% | +2.7% | +1.7% | -6.5% |
| All | +98.4% | +118.8% | -20.4% | +35.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling