+2,723.0%
VRT vs PTC
+53.8%
+2,669.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.0% | +10.4% | +7.0% |
| 7D | +9.1% | -10.3% | +19.4% | +14.1% |
| 30D | +0.9% | +1.1% | -0.2% | -0.4% |
| 3M | -13.4% | +1.6% | -15.0% | -16.4% |
| 6M | +11.7% | -13.5% | +25.2% | +15.3% |
| YTD | +73.2% | -19.1% | +92.3% | +82.8% |
| 1Y | +123.4% | -33.9% | +157.3% | +162.7% |
| 3Y | +606.2% | -3.9% | +610.1% | +583.1% |
| 5Y | +899.9% | +6.0% | +893.9% | +812.0% |
| All | +2,723.0% | +53.8% | +2,669.3% | +1,739.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling