-29.9%
VST vs PTC
+10.9%
-40.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.0% |
| 7D | -6.0% | +1.3% | -7.3% | -6.0% |
| 30D | -18.8% | +1.1% | -19.8% | -18.7% |
| 3M | -8.0% | +30.1% | -38.2% | -7.2% |
| 6M | -10.9% | +34.0% | -45.0% | -6.6% |
| YTD | -18.3% | +12.8% | -31.2% | -10.3% |
| 1Y | -29.9% | +10.7% | -40.7% | -22.5% |
| All | -29.9% | +10.9% | -40.8% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling