+2,826.7%
VRT vs PTC
+45.3%
+2,781.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.5% | +9.2% | +6.0% |
| 7D | +13.6% | -12.8% | +26.4% | +20.1% |
| 30D | +6.8% | -9.8% | +16.5% | +10.8% |
| 3M | -3.2% | -2.1% | -1.2% | -5.5% |
| 6M | +20.3% | -18.1% | +38.4% | +26.9% |
| YTD | +79.6% | -23.5% | +103.1% | +93.9% |
| 1Y | +139.0% | -37.4% | +176.4% | +187.1% |
| 3Y | +644.6% | -7.2% | +651.8% | +629.4% |
| 5Y | +1,024.4% | +2.7% | +1,021.7% | +940.1% |
| All | +2,826.7% | +45.3% | +2,781.4% | +1,851.0% |
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 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