+112.0%
VSH vs PTC
-33.3%
+145.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.0% | +10.5% | +3.1% |
| 7D | +4.1% | -10.3% | +14.3% | +1.8% |
| 30D | -4.2% | +1.1% | -5.3% | -3.8% |
| 3M | -50.0% | +1.6% | -51.6% | -47.3% |
| 6M | +80.2% | -13.5% | +93.6% | +96.8% |
| YTD | +121.1% | -19.1% | +140.1% | +157.6% |
| 1Y | +112.0% | -33.9% | +145.9% | +215.1% |
| All | +112.0% | -33.3% | +145.2% | +215.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling