+943.1%
VTI vs PTC
+647.6%
+295.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.4% | +0.8% | +2.5% | +3.1% |
| 30D | -2.3% | +1.2% | -3.5% | -2.6% |
| 3M | -2.2% | +32.6% | -34.8% | -10.3% |
| 6M | +3.3% | +36.1% | -32.8% | -6.7% |
| YTD | +12.1% | +12.7% | -0.6% | +5.8% |
| 1Y | +12.2% | +10.2% | +2.1% | +6.4% |
| 3Y | +78.0% | +29.4% | +48.6% | +60.2% |
| 5Y | +65.2% | +61.1% | +4.1% | +39.4% |
| 10Y | +292.2% | +317.1% | -24.9% | +152.8% |
| All | +943.1% | +647.6% | +295.5% | +359.1% |
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