+390.2%
VRT vs PTC
+29.2%
+361.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -13.7% | +0.9% | -14.6% | -13.9% |
| 3M | -26.7% | +30.4% | -57.1% | -31.2% |
| 6M | -43.8% | +34.4% | -78.3% | -47.5% |
| YTD | +27.6% | +12.6% | +15.0% | +31.0% |
| 1Y | +15.5% | +10.2% | +5.3% | +20.7% |
| All | +390.2% | +29.2% | +361.0% | +264.9% |
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