+221.8%
VT vs PTC
+312.5%
-90.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | -1.5% | +1.2% | -2.7% | -1.8% |
| 3M | -4.1% | +27.4% | -31.5% | -11.7% |
| 6M | +0.6% | +39.2% | -38.6% | -10.8% |
| YTD | +11.0% | +12.5% | -1.5% | +4.8% |
| 1Y | +13.3% | +12.3% | +1.1% | +7.0% |
| 3Y | +73.4% | +28.8% | +44.6% | +52.8% |
| 5Y | +57.4% | +60.9% | -3.4% | +26.7% |
| All | +221.8% | +312.5% | -90.6% | +89.4% |
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