+373.4%
VST vs PTC
-3.9%
+377.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.6% | +5.3% |
| 7D | +8.9% | -10.3% | +19.2% | +12.2% |
| 30D | +6.2% | +1.1% | +5.1% | +5.2% |
| 3M | -2.7% | +1.6% | -4.3% | -4.0% |
| 6M | -8.4% | -13.5% | +5.1% | -2.6% |
| YTD | -7.2% | -19.1% | +11.9% | +1.8% |
| 1Y | -20.9% | -33.9% | +13.0% | -2.9% |
| All | +373.4% | -3.9% | +377.3% | +350.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling