+1,855.0%
VRT vs PTC
+114.3%
+1,740.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.5% | -3.3% |
| 7D | -17.7% | +1.3% | -19.0% | -18.1% |
| 30D | -20.0% | +1.1% | -21.1% | -20.3% |
| 3M | -28.1% | +30.1% | -58.2% | -37.2% |
| 6M | -42.8% | +34.0% | -76.9% | -51.8% |
| YTD | +20.0% | +12.8% | +7.1% | +7.9% |
| 1Y | +3.5% | +10.7% | -7.2% | -5.9% |
| 3Y | +366.1% | +29.6% | +336.5% | +290.0% |
| 5Y | +632.2% | +63.5% | +568.6% | +451.1% |
| All | +1,855.0% | +114.3% | +1,740.6% | +986.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling