+35.4%
VWO vs PTC
+0.8%
+34.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | +0.2% | -13.6% | +13.7% | +3.0% |
| 30D | +0.9% | -14.7% | +15.5% | +3.9% |
| 3M | +4.3% | -5.9% | +10.2% | +4.8% |
| 6M | +10.5% | -21.1% | +31.7% | +15.6% |
| YTD | +13.4% | -26.0% | +39.4% | +20.2% |
| 1Y | +18.6% | -36.8% | +55.4% | +30.8% |
| 3Y | +65.8% | -10.3% | +76.1% | +60.7% |
| All | +35.4% | +0.8% | +34.6% | +22.9% |
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