+396.3%
VUG vs PTC
+326.2%
+70.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | -8.2% | +0.7% | -8.9% | -8.4% |
| 3M | -5.4% | +32.6% | -38.0% | -16.6% |
| 6M | -2.5% | +33.6% | -36.1% | -15.3% |
| YTD | +4.2% | +12.4% | -8.2% | -3.5% |
| 1Y | +5.0% | +11.2% | -6.2% | -2.4% |
| 3Y | +81.7% | +31.7% | +50.1% | +53.3% |
| 5Y | +62.5% | +60.1% | +2.5% | +24.7% |
| 10Y | +396.3% | +317.2% | +79.1% | +165.8% |
| All | +396.3% | +326.2% | +70.1% | +165.8% |
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