+1,179.1%
VST vs PTC
+313.0%
+866.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +19.2% | +0.8% | +18.3% | +18.9% |
| 30D | -17.2% | +1.2% | -18.3% | -17.4% |
| 3M | -8.1% | +32.6% | -40.8% | -16.2% |
| 6M | -8.1% | +36.1% | -44.2% | -17.8% |
| YTD | -16.3% | +12.7% | -28.9% | -20.9% |
| 1Y | -24.1% | +10.2% | -34.3% | -27.8% |
| 3Y | +300.2% | +29.4% | +270.8% | +259.7% |
| 5Y | +645.9% | +61.1% | +584.8% | +519.3% |
| All | +1,179.1% | +313.0% | +866.1% | +705.8% |
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