+1,250.4%
VUG vs PTC
+1,233.5%
+16.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.6% | +1.5% |
| 7D | -0.1% | -10.3% | +10.2% | +3.5% |
| 30D | -0.3% | +1.1% | -1.5% | -1.0% |
| 3M | -0.7% | +1.6% | -2.3% | -2.5% |
| 6M | +14.6% | -13.5% | +28.1% | +18.4% |
| YTD | +9.0% | -19.1% | +28.1% | +14.9% |
| 1Y | +14.9% | -33.9% | +48.7% | +29.5% |
| 3Y | +86.0% | -3.9% | +89.9% | +81.7% |
| 5Y | +76.7% | +6.0% | +70.7% | +65.0% |
| 10Y | +411.3% | +223.7% | +187.6% | +216.1% |
| All | +1,250.4% | +1,233.5% | +16.9% | +406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling