+76.5%
VUG vs PTC
+6.0%
+70.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.6% | +1.9% |
| 7D | -0.1% | -10.3% | +10.2% | +4.2% |
| 30D | -0.3% | +1.1% | -1.5% | -1.2% |
| 3M | -0.7% | +1.6% | -2.3% | -2.6% |
| 6M | +14.6% | -13.5% | +28.1% | +20.3% |
| YTD | +9.0% | -19.1% | +28.1% | +17.7% |
| 1Y | +14.9% | -33.9% | +48.7% | +36.2% |
| 3Y | +86.0% | -3.9% | +89.9% | +74.2% |
| All | +76.5% | +6.0% | +70.5% | +47.9% |
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