+222.7%
VT vs PTC
+313.0%
-90.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.9% | +0.8% | +2.0% | +2.7% |
| 30D | -2.5% | +1.2% | -3.7% | -2.8% |
| 3M | -3.3% | +32.6% | -35.9% | -12.1% |
| 6M | +1.5% | +36.1% | -34.5% | -9.3% |
| YTD | +11.4% | +12.7% | -1.3% | +5.1% |
| 1Y | +11.9% | +10.2% | +1.8% | +6.3% |
| 3Y | +73.9% | +29.4% | +44.4% | +53.0% |
| 5Y | +57.9% | +61.1% | -3.2% | +27.0% |
| All | +222.7% | +313.0% | -90.2% | +89.9% |
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