+18.0%
VTEB vs PTC
+205.0%
-186.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -0.9% | -7.3% | +6.3% | -0.8% |
| 30D | -2.5% | -11.6% | +9.1% | -2.3% |
| 3M | -3.0% | +10.5% | -13.4% | -3.2% |
| 6M | -2.1% | -17.8% | +15.7% | -1.8% |
| YTD | -1.5% | -24.9% | +23.4% | -0.9% |
| 1Y | +0.2% | -36.8% | +37.0% | +1.1% |
| 3Y | +8.6% | -8.7% | +17.3% | +8.3% |
| 5Y | +1.2% | +4.1% | -2.9% | +0.4% |
| All | +18.0% | +205.0% | -186.9% | +13.7% |
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