+219.8%
VT vs PTC
+326.2%
-106.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | -2.6% | +0.7% | -3.3% | -2.8% |
| 3M | -3.2% | +32.6% | -35.8% | -12.0% |
| 6M | +0.9% | +33.6% | -32.6% | -9.3% |
| YTD | +11.3% | +12.4% | -1.1% | +5.1% |
| 1Y | +14.0% | +11.2% | +2.8% | +7.9% |
| 3Y | +75.8% | +31.7% | +44.2% | +53.8% |
| 5Y | +57.8% | +60.1% | -2.2% | +27.2% |
| 10Y | +219.8% | +317.2% | -97.4% | +87.9% |
| All | +219.8% | +326.2% | -106.4% | +87.9% |
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