+409.7%
VUG vs PTC
+204.7%
+204.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.7% |
| 7D | +0.9% | -12.8% | +13.7% | +6.1% |
| 30D | -1.4% | -9.8% | +8.4% | +2.2% |
| 3M | +2.3% | -2.1% | +4.4% | +1.5% |
| 6M | +15.7% | -18.1% | +33.8% | +22.8% |
| YTD | +8.6% | -23.5% | +32.1% | +18.2% |
| 1Y | +14.1% | -37.4% | +51.4% | +34.4% |
| 3Y | +87.9% | -7.2% | +95.1% | +83.5% |
| 5Y | +76.3% | +2.7% | +73.6% | +62.1% |
| 10Y | +409.7% | +203.4% | +206.2% | +208.5% |
| All | +409.7% | +204.7% | +204.9% | +208.5% |
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