+80.6%
VTV vs PTC
-0.9%
+81.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.3% |
| 7D | -0.7% | -13.6% | +12.9% | +2.3% |
| 30D | -0.5% | -14.7% | +14.2% | +2.6% |
| 3M | +5.3% | -5.9% | +11.2% | +5.8% |
| 6M | +12.9% | -21.1% | +34.0% | +18.1% |
| YTD | +18.5% | -26.0% | +44.5% | +25.7% |
| 1Y | +25.3% | -36.8% | +62.1% | +38.3% |
| 3Y | +68.2% | -10.3% | +78.5% | +64.5% |
| 5Y | +80.6% | +1.2% | +79.5% | +67.3% |
| All | +80.6% | -0.9% | +81.6% | +67.3% |
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