+1,112.0%
VST vs PTC
+334.9%
+777.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.3% | +10.5% |
| 7D | -9.8% | -0.2% | -9.6% | -9.8% |
| 30D | -25.1% | +0.8% | -25.9% | -25.3% |
| 3M | -11.6% | +32.1% | -43.7% | -19.3% |
| 6M | -20.9% | +42.6% | -63.5% | -30.4% |
| YTD | -22.3% | +12.0% | -34.3% | -26.5% |
| 1Y | -32.0% | +12.2% | -44.2% | -35.7% |
| 3Y | +262.4% | +31.2% | +231.2% | +224.5% |
| 5Y | +563.4% | +54.9% | +508.5% | +456.7% |
| All | +1,112.0% | +334.9% | +777.1% | +668.7% |
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