+64.6%
VTI vs PTC
+60.7%
+3.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.5% | +0.5% | +2.1% | +2.4% |
| 30D | -1.5% | +1.2% | -2.7% | -1.8% |
| 3M | -3.2% | +27.4% | -30.6% | -10.4% |
| 6M | +2.3% | +39.2% | -36.9% | -8.8% |
| YTD | +11.6% | +12.5% | -0.9% | +7.2% |
| 1Y | +13.8% | +12.3% | +1.5% | +9.3% |
| 3Y | +77.4% | +28.8% | +48.6% | +54.2% |
| All | +64.6% | +60.7% | +3.9% | +26.5% |
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