+63.9%
VWO vs PTC
-10.6%
+74.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | +0.2% | -13.6% | +13.7% | +1.9% |
| 30D | +0.9% | -14.7% | +15.5% | +2.7% |
| 3M | +4.3% | -5.9% | +10.2% | +4.7% |
| 6M | +10.5% | -21.1% | +31.7% | +14.4% |
| YTD | +13.4% | -26.0% | +39.4% | +18.7% |
| 1Y | +18.6% | -36.8% | +55.4% | +28.2% |
| All | +63.9% | -10.6% | +74.5% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling