-1.2%
VMC vs PTC
+10.7%
-11.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -1.3% | +0.5% | -1.7% | -1.3% |
| 30D | +15.5% | +1.2% | +14.2% | +15.4% |
| 3M | +0.6% | +27.4% | -26.8% | -0.9% |
| 6M | +2.1% | +39.2% | -37.1% | -0.7% |
| YTD | -1.6% | +12.5% | -14.1% | +0.1% |
| 1Y | -1.2% | +12.3% | -13.5% | +0.5% |
| All | -1.2% | +10.7% | -11.9% | +0.5% |
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