+57.3%
VUG vs PTC
+55.9%
+1.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -11.1% | +0.8% | -11.8% | -11.3% |
| 3M | -7.2% | +32.1% | -39.4% | -17.3% |
| 6M | -4.1% | +42.6% | -46.8% | -18.5% |
| YTD | +1.4% | +12.0% | -10.6% | -3.8% |
| 1Y | +1.9% | +12.2% | -10.2% | -3.5% |
| 3Y | +77.7% | +31.2% | +46.5% | +46.6% |
| All | +57.3% | +55.9% | +1.4% | +15.0% |
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