+75.3%
VTI vs PTC
-10.6%
+85.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.2% |
| 7D | -0.4% | -13.6% | +13.2% | +3.0% |
| 30D | -1.6% | -14.7% | +13.1% | +1.9% |
| 3M | +3.6% | -5.9% | +9.5% | +4.4% |
| 6M | +13.0% | -21.1% | +34.2% | +20.0% |
| YTD | +12.7% | -26.0% | +38.7% | +22.0% |
| 1Y | +18.4% | -36.8% | +55.2% | +35.2% |
| All | +75.3% | -10.6% | +85.9% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling