+3,227.9%
VMC vs PTC
+6,346.6%
-3,118.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +7.0% | +1.8% |
| 7D | -4.3% | -10.3% | +5.9% | -2.8% |
| 30D | -8.2% | +1.1% | -9.4% | -8.5% |
| 3M | -7.0% | +1.6% | -8.7% | -7.7% |
| 6M | -10.8% | -13.5% | +2.7% | -9.5% |
| YTD | -7.4% | -19.1% | +11.7% | -5.2% |
| 1Y | -9.5% | -33.9% | +24.4% | -4.6% |
| 3Y | +20.5% | -3.9% | +24.4% | +19.5% |
| 5Y | +51.6% | +6.0% | +45.5% | +47.5% |
| 10Y | +150.0% | +223.7% | -73.7% | +105.5% |
| All | +3,227.9% | +6,346.6% | -3,118.7% | +1,928.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling