+377.4%
VT vs PTC
+699.4%
-322.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +2.2% |
| 7D | +0.4% | -10.3% | +10.7% | +4.4% |
| 30D | +1.0% | +1.1% | -0.2% | +0.2% |
| 3M | +2.4% | +1.6% | +0.8% | +0.3% |
| 6M | +12.0% | -13.5% | +25.5% | +15.9% |
| YTD | +15.3% | -19.1% | +34.4% | +21.8% |
| 1Y | +22.6% | -33.9% | +56.5% | +39.4% |
| 3Y | +74.7% | -3.9% | +78.6% | +68.0% |
| 5Y | +66.1% | +6.0% | +60.1% | +50.1% |
| 10Y | +225.0% | +223.7% | +1.3% | +66.8% |
| All | +377.4% | +699.4% | -322.0% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling