+142.2%
VXUS vs PTC
+315.4%
-173.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | -2.5% | +1.1% | -3.6% | -2.8% |
| 3M | -4.6% | +30.1% | -34.8% | -11.6% |
| 6M | -2.6% | +34.0% | -36.7% | -11.1% |
| YTD | +10.4% | +12.8% | -2.4% | +5.0% |
| 1Y | +12.9% | +10.7% | +2.1% | +7.9% |
| 3Y | +68.4% | +29.6% | +38.7% | +50.3% |
| 5Y | +47.7% | +63.5% | -15.9% | +21.0% |
| 10Y | +142.2% | +316.7% | -174.5% | +48.7% |
| All | +142.2% | +315.4% | -173.1% | +48.7% |
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