+134.8%
VXUS vs PTC
+334.9%
-200.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.8% | -0.2% | -1.5% | -1.7% |
| 30D | -4.6% | +0.8% | -5.3% | -4.7% |
| 3M | -6.1% | +32.1% | -38.2% | -13.3% |
| 6M | -4.9% | +42.6% | -47.5% | -14.8% |
| YTD | +8.1% | +12.0% | -3.9% | +3.0% |
| 1Y | +12.1% | +12.2% | -0.1% | +6.7% |
| 3Y | +63.9% | +31.2% | +32.6% | +45.7% |
| 5Y | +43.1% | +54.9% | -11.8% | +19.0% |
| All | +134.8% | +334.9% | -200.2% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling