-57.0%
AUR vs PTC
+60.7%
-117.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -4.5% | +0.5% | -5.0% | -4.9% |
| 30D | -16.6% | +1.2% | -17.9% | -17.4% |
| 3M | -38.5% | +27.4% | -65.8% | -52.7% |
| 6M | -49.9% | +39.2% | -89.1% | -66.1% |
| YTD | +9.6% | +12.5% | -2.9% | -8.2% |
| 1Y | +1.2% | +12.3% | -11.1% | -15.0% |
| 3Y | +128.8% | +28.8% | +100.0% | +57.5% |
| All | -57.0% | +60.7% | -117.6% | -75.1% |
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