+31.7%
VSH vs PTC
+30.6%
+1.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.4% | +13.0% | +13.4% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | -22.4% | +0.7% | -23.1% | -22.5% |
| 3M | -25.2% | +32.6% | -57.8% | -29.9% |
| 6M | -22.5% | +33.6% | -56.1% | -27.1% |
| YTD | +84.2% | +12.4% | +71.8% | +90.8% |
| 1Y | +87.1% | +11.2% | +75.8% | +95.4% |
| 3Y | +31.7% | +31.7% | 0.0% | +3.1% |
| All | +31.7% | +30.6% | +1.1% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling