+132.8%
VTR vs PTC
-8.0%
+140.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | 0.0% |
| 7D | -2.4% | -12.8% | +10.4% | -1.3% |
| 30D | -3.7% | -9.8% | +6.0% | -3.0% |
| 3M | +13.5% | -2.1% | +15.6% | +13.3% |
| 6M | +7.2% | -18.1% | +25.3% | +9.1% |
| YTD | +17.6% | -23.5% | +41.1% | +20.6% |
| 1Y | +35.4% | -37.4% | +72.7% | +43.0% |
| 3Y | +132.8% | -7.2% | +140.1% | +102.9% |
| All | +132.8% | -8.0% | +140.9% | +102.9% |
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