+1,917.9%
VRT vs PTC
+113.6%
+1,804.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.2% | +9.5% |
| 7D | -10.6% | +0.8% | -11.4% | -10.9% |
| 30D | -17.4% | +0.7% | -18.2% | -17.6% |
| 3M | -26.4% | +32.6% | -59.0% | -36.3% |
| 6M | -41.0% | +33.6% | -74.6% | -50.2% |
| YTD | +23.8% | +12.4% | +11.4% | +11.6% |
| 1Y | +11.6% | +11.2% | +0.4% | +1.2% |
| 3Y | +403.5% | +31.7% | +371.8% | +318.0% |
| 5Y | +647.0% | +60.1% | +587.0% | +466.6% |
| All | +1,917.9% | +113.6% | +1,804.3% | +1,022.7% |
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