+1,142.3%
VST vs PTC
+317.3%
+825.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +10.9% | +0.5% | +10.4% | +10.8% |
| 30D | -15.6% | +0.9% | -16.5% | -15.8% |
| 3M | -7.8% | +30.4% | -38.1% | -15.5% |
| 6M | -12.0% | +34.4% | -46.4% | -20.9% |
| YTD | -16.9% | +12.6% | -29.5% | -21.5% |
| 1Y | -25.1% | +10.2% | -35.3% | -28.7% |
| 3Y | +297.1% | +29.4% | +267.7% | +257.0% |
| 5Y | +641.9% | +63.7% | +578.2% | +513.4% |
| 10Y | +1,142.3% | +316.9% | +825.4% | +685.5% |
| All | +1,142.3% | +317.3% | +825.0% | +685.5% |
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