+392.1%
VNQ vs PTC
+945.1%
-553.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +2.0% |
| 7D | -0.4% | -12.8% | +12.4% | +4.8% |
| 30D | -2.5% | -9.8% | +7.2% | +1.0% |
| 3M | +1.4% | -2.1% | +3.4% | +0.6% |
| 6M | +4.6% | -18.1% | +22.7% | +10.7% |
| YTD | +10.5% | -23.5% | +34.0% | +19.6% |
| 1Y | +8.4% | -37.4% | +45.8% | +26.6% |
| 3Y | +32.4% | -7.2% | +39.7% | +28.0% |
| 5Y | +5.5% | +2.7% | +2.8% | -5.1% |
| 10Y | +59.1% | +203.4% | -144.3% | -23.0% |
| All | +392.1% | +945.1% | -553.1% | +7.0% |
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