+122.8%
VTR vs PTC
+313.0%
-190.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +0.7% | +0.8% | -0.2% | +0.5% |
| 30D | +6.9% | +1.2% | +5.7% | +6.6% |
| 3M | +1.3% | +32.6% | -31.3% | -7.2% |
| 6M | +2.5% | +36.1% | -33.6% | -7.7% |
| YTD | +18.0% | +12.7% | +5.3% | +11.7% |
| 1Y | +19.5% | +10.2% | +9.3% | +13.7% |
| 3Y | +130.2% | +29.4% | +100.8% | +101.1% |
| 5Y | +93.8% | +61.1% | +32.8% | +53.4% |
| All | +122.8% | +313.0% | -190.2% | +28.7% |
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