+15.6%
VWO vs PTC
-36.4%
+52.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | -1.8% | -7.3% | +5.5% | -1.7% |
| 30D | -0.1% | -11.6% | +11.5% | 0.0% |
| 3M | +2.2% | +10.5% | -8.2% | +2.1% |
| 6M | +8.8% | -17.8% | +26.6% | +10.7% |
| YTD | +12.4% | -24.9% | +37.3% | +16.3% |
| 1Y | +15.6% | -36.8% | +52.4% | +27.5% |
| All | +15.6% | -36.4% | +52.0% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling