+1,162.4%
VST vs PTC
+315.4%
+847.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -6.0% | +1.3% | -7.3% | -6.3% |
| 30D | -18.8% | +1.1% | -19.8% | -19.0% |
| 3M | -8.0% | +30.1% | -38.2% | -15.7% |
| 6M | -10.9% | +34.0% | -45.0% | -19.9% |
| YTD | -18.3% | +12.8% | -31.2% | -22.8% |
| 1Y | -29.9% | +10.7% | -40.7% | -33.4% |
| 3Y | +290.3% | +29.6% | +260.7% | +250.8% |
| 5Y | +635.3% | +63.5% | +571.8% | +508.2% |
| 10Y | +1,162.4% | +316.7% | +845.7% | +701.4% |
| All | +1,162.4% | +315.4% | +847.0% | +701.4% |
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 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