+152.5%
VMC vs PTC
+196.2%
-43.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.2% |
| 7D | -5.3% | -13.6% | +8.3% | -0.8% |
| 30D | -12.3% | -14.7% | +2.4% | -7.8% |
| 3M | -10.3% | -5.9% | -4.4% | -9.6% |
| 6M | -8.6% | -21.1% | +12.6% | -2.6% |
| YTD | -11.9% | -26.0% | +14.1% | -4.2% |
| 1Y | -13.9% | -36.8% | +22.9% | -1.3% |
| 3Y | +18.2% | -10.3% | +28.4% | +16.7% |
| 5Y | +47.7% | +1.2% | +46.6% | +36.9% |
| 10Y | +152.5% | +198.3% | -45.8% | +50.3% |
| All | +152.5% | +196.2% | -43.7% | +50.3% |
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