+228.8%
VTV vs PTC
+312.5%
-83.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +3.8% | +1.2% | +2.6% | +3.5% |
| 3M | +1.6% | +27.4% | -25.8% | -5.1% |
| 6M | +11.2% | +39.2% | -28.0% | +0.9% |
| YTD | +22.0% | +12.5% | +9.5% | +16.4% |
| 1Y | +24.9% | +12.3% | +12.6% | +19.2% |
| 3Y | +78.5% | +28.8% | +49.6% | +60.8% |
| 5Y | +77.8% | +60.9% | +16.9% | +47.9% |
| All | +228.8% | +312.5% | -83.7% | +106.2% |
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