+34.0%
VSH vs PTC
-2.9%
+36.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.0% | +10.5% | +6.3% |
| 7D | +4.1% | -10.3% | +14.3% | +7.4% |
| 30D | -4.2% | +1.1% | -5.3% | -5.3% |
| 3M | -50.0% | +1.6% | -51.6% | -50.7% |
| 6M | +80.2% | -13.5% | +93.6% | +93.2% |
| YTD | +121.1% | -19.1% | +140.1% | +145.8% |
| 1Y | +112.0% | -33.9% | +145.9% | +174.7% |
| All | +34.0% | -2.9% | +36.9% | +23.4% |
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