+905.2%
VRT vs PTC
+6.0%
+899.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.0% | +10.4% | +7.5% |
| 7D | +9.1% | -10.3% | +19.4% | +15.2% |
| 30D | +0.9% | +1.1% | -0.2% | -0.7% |
| 3M | -13.4% | +1.6% | -15.0% | -16.9% |
| 6M | +11.7% | -13.5% | +25.2% | +17.5% |
| YTD | +73.2% | -19.1% | +92.3% | +88.2% |
| 1Y | +123.4% | -33.9% | +157.3% | +184.0% |
| 3Y | +606.2% | -3.9% | +610.1% | +546.1% |
| All | +905.2% | +6.0% | +899.2% | +672.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling