+90.9%
VSH vs PTC
+324.4%
-233.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -12.9% | -0.2% | -12.7% | -12.8% |
| 30D | -36.9% | +0.8% | -37.6% | -37.0% |
| 3M | -28.8% | +32.1% | -60.9% | -39.1% |
| 6M | -30.3% | +42.6% | -72.9% | -44.4% |
| YTD | +62.4% | +12.0% | +50.4% | +45.0% |
| 1Y | +62.5% | +12.2% | +50.4% | +45.0% |
| 3Y | +7.4% | +31.2% | -23.8% | -12.3% |
| 5Y | +25.4% | +54.9% | -29.5% | -8.2% |
| All | +90.9% | +324.4% | -233.5% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling