+13.4%
AUR vs PTC
-33.3%
+46.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | +1.9% |
| 7D | +8.7% | -10.3% | +19.0% | +11.8% |
| 30D | -5.2% | +1.1% | -6.4% | -6.2% |
| 3M | -7.3% | +1.6% | -8.9% | -7.0% |
| 6M | +41.2% | -13.5% | +54.7% | +57.6% |
| YTD | +65.1% | -19.1% | +84.2% | +98.0% |
| 1Y | +13.4% | -33.9% | +47.3% | +67.7% |
| All | +13.4% | -33.3% | +46.7% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling