-12.9%
VMC vs PTC
-38.1%
+25.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.3% |
| 7D | -0.5% | -12.8% | +12.3% | +0.3% |
| 30D | -9.1% | -9.8% | +0.7% | -8.5% |
| 3M | -4.1% | -2.1% | -2.1% | -4.7% |
| 6M | -5.5% | -18.1% | +12.6% | -2.7% |
| YTD | -8.9% | -23.5% | +14.6% | -5.1% |
| 1Y | -12.9% | -37.4% | +24.4% | -2.0% |
| All | -12.9% | -38.1% | +25.1% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling