-36.1%
AUR vs PTC
+0.6%
-36.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +0.2% | -14.2% | +14.4% | +14.5% |
| 30D | -8.9% | -14.4% | +5.5% | +3.3% |
| 3M | +4.6% | -4.7% | +9.3% | +3.1% |
| 6M | +44.9% | -19.3% | +64.2% | +67.8% |
| YTD | +64.8% | -26.1% | +91.0% | +107.8% |
| 1Y | +16.4% | -37.1% | +53.4% | +76.8% |
| 3Y | +85.1% | -10.4% | +95.5% | +82.3% |
| 5Y | -36.1% | +2.5% | -38.6% | -45.6% |
| All | -36.1% | +0.6% | -36.8% | -45.6% |
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