+43.0%
VMC vs PTC
+55.9%
-13.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +0.5% | -0.2% | +0.8% | +0.6% |
| 30D | +15.8% | +0.8% | +15.0% | +15.6% |
| 3M | +0.6% | +32.1% | -31.5% | -8.2% |
| 6M | -4.0% | +42.6% | -46.7% | -15.7% |
| YTD | -0.3% | +12.0% | -12.3% | -4.4% |
| 1Y | -0.5% | +12.2% | -12.7% | -4.7% |
| 3Y | +39.6% | +31.2% | +8.3% | +20.0% |
| All | +43.0% | +55.9% | -13.0% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling