+31.0%
VNQ vs PTC
-10.6%
+41.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | -0.5% |
| 7D | -0.9% | -13.6% | +12.7% | +1.5% |
| 30D | -2.2% | -14.7% | +12.4% | +0.2% |
| 3M | -1.9% | -5.9% | +4.0% | -1.5% |
| 6M | +3.2% | -21.1% | +24.4% | +7.4% |
| YTD | +9.4% | -26.0% | +35.4% | +15.3% |
| 1Y | +7.5% | -36.8% | +44.3% | +17.5% |
| All | +31.0% | -10.6% | +41.6% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling