+66.6%
VT vs PTC
+6.0%
+60.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.7% |
| 7D | +0.4% | -10.3% | +10.7% | +3.4% |
| 30D | +1.0% | +1.1% | -0.2% | +0.3% |
| 3M | +2.4% | +1.6% | +0.8% | +1.0% |
| 6M | +12.0% | -13.5% | +25.5% | +16.0% |
| YTD | +15.3% | -19.1% | +34.4% | +21.8% |
| 1Y | +22.6% | -33.9% | +56.5% | +38.6% |
| 3Y | +74.7% | -3.9% | +78.6% | +66.5% |
| All | +66.6% | +6.0% | +60.6% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling