+146.4%
VXUS vs PTC
+204.7%
-58.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.0% |
| 7D | +1.6% | -12.8% | +14.4% | +5.0% |
| 30D | +1.0% | -9.8% | +10.8% | +3.4% |
| 3M | +5.7% | -2.1% | +7.7% | +5.1% |
| 6M | +13.6% | -18.1% | +31.7% | +18.2% |
| YTD | +17.4% | -23.5% | +40.9% | +24.1% |
| 1Y | +25.1% | -37.4% | +62.4% | +39.6% |
| 3Y | +75.8% | -7.2% | +83.1% | +71.5% |
| 5Y | +55.4% | +2.7% | +52.7% | +44.3% |
| 10Y | +146.4% | +203.4% | -57.0% | +58.0% |
| All | +146.4% | +204.7% | -58.3% | +58.0% |
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