+361.8%
VRT vs PTC
+32.2%
+329.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.4% |
| 7D | -21.4% | -0.2% | -21.1% | -21.3% |
| 30D | -25.8% | +0.8% | -26.6% | -25.9% |
| 3M | -33.5% | +32.1% | -65.6% | -37.9% |
| 6M | -49.0% | +42.6% | -91.7% | -54.2% |
| YTD | +12.9% | +12.0% | +1.0% | +16.1% |
| 1Y | 0.0% | +12.2% | -12.1% | +2.7% |
| 3Y | +361.8% | +31.2% | +330.6% | +228.9% |
| All | +361.8% | +32.2% | +329.6% | +228.9% |
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