+167.9%
VSH vs PTC
+204.7%
-36.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +1.5% |
| 7D | +6.2% | -12.8% | +19.0% | +12.7% |
| 30D | -11.1% | -9.8% | -1.3% | -7.6% |
| 3M | -44.9% | -2.1% | -42.8% | -46.3% |
| 6M | +90.0% | -18.1% | +108.1% | +101.0% |
| YTD | +118.8% | -23.5% | +142.3% | +137.6% |
| 1Y | +109.0% | -37.4% | +146.3% | +153.9% |
| 3Y | +35.6% | -7.2% | +42.9% | +32.2% |
| 5Y | +66.7% | +2.7% | +64.0% | +50.3% |
| 10Y | +167.9% | +203.4% | -35.5% | +36.9% |
| All | +167.9% | +204.7% | -36.8% | +36.9% |
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 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