+3,574.4%
VMC vs PTC
+8,854.1%
-5,279.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | +18.6% | +0.7% | +17.8% | +18.4% |
| 3M | +2.0% | +32.6% | -30.6% | -3.0% |
| 6M | +2.6% | +33.6% | -31.0% | -3.0% |
| YTD | +2.3% | +12.4% | -10.2% | -1.1% |
| 1Y | +1.7% | +11.2% | -9.5% | -1.5% |
| 3Y | +41.7% | +31.7% | +10.0% | +33.1% |
| 5Y | +46.6% | +60.1% | -13.4% | +33.4% |
| 10Y | +140.3% | +317.2% | -176.9% | +88.4% |
| All | +3,574.4% | +8,854.1% | -5,279.7% | +2,016.4% |
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