+127.0%
VMC vs PTC
+313.0%
-186.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | +15.3% | +1.2% | +14.1% | +14.9% |
| 3M | +0.3% | +32.6% | -32.3% | -9.9% |
| 6M | +0.9% | +36.1% | -35.2% | -11.1% |
| YTD | -1.0% | +12.7% | -13.7% | -7.3% |
| 1Y | -4.3% | +10.2% | -14.5% | -9.8% |
| 3Y | +35.3% | +29.4% | +5.9% | +17.4% |
| 5Y | +44.4% | +61.1% | -16.7% | +13.7% |
| All | +127.0% | +313.0% | -186.0% | +22.3% |
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