+227.8%
VST vs PTC
+31.8%
+196.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.1% |
| 7D | -19.9% | -0.1% | -19.8% | -19.9% |
| 30D | -29.7% | +0.8% | -30.5% | -29.8% |
| 3M | -19.6% | +39.6% | -59.1% | -26.6% |
| 6M | -29.4% | +41.5% | -70.9% | -36.4% |
| YTD | -29.7% | +11.7% | -41.4% | -28.8% |
| 1Y | -40.0% | +2.4% | -42.5% | -36.2% |
| All | +227.8% | +31.8% | +196.0% | +182.6% |
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