-36.6%
AUR vs PTC
+8.1%
-44.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | +5.6% |
| 7D | +8.7% | -10.3% | +19.0% | +19.2% |
| 30D | -5.2% | +1.1% | -6.4% | -7.8% |
| 3M | -7.3% | +1.6% | -8.9% | -12.7% |
| 6M | +41.2% | -13.5% | +54.7% | +54.2% |
| YTD | +65.1% | -19.1% | +84.2% | +90.9% |
| 1Y | +13.4% | -33.9% | +47.3% | +63.1% |
| 3Y | +98.1% | -3.9% | +102.0% | +89.5% |
| 5Y | -36.0% | +6.0% | -42.1% | -48.9% |
| All | -36.6% | +8.1% | -44.7% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling