+53.4%
VT vs PTC
+55.9%
-2.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -5.0% | +0.8% | -5.7% | -5.1% |
| 3M | -4.9% | +32.1% | -37.0% | -12.0% |
| 6M | -1.5% | +42.6% | -44.2% | -11.8% |
| YTD | +8.5% | +12.0% | -3.5% | +5.0% |
| 1Y | +11.4% | +12.2% | -0.8% | +7.6% |
| 3Y | +70.1% | +31.2% | +38.9% | +48.8% |
| All | +53.4% | +55.9% | -2.5% | +22.5% |
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