+619.5%
VRT vs PTC
-3.9%
+623.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.0% | +10.4% | +6.3% |
| 7D | +9.1% | -10.3% | +19.4% | +12.8% |
| 30D | +0.9% | +1.1% | -0.2% | -0.1% |
| 3M | -13.4% | +1.6% | -15.0% | -14.7% |
| 6M | +11.7% | -13.5% | +25.2% | +19.8% |
| YTD | +73.2% | -19.1% | +92.3% | +92.5% |
| 1Y | +123.4% | -33.9% | +157.3% | +192.1% |
| All | +619.5% | -3.9% | +623.4% | +494.4% |
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