+128.1%
PTC vs OUST
-65.5%
+193.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.5% | +8.4% | +0.5% |
| 7D | +0.5% | -3.8% | +4.3% | +0.7% |
| 30D | +1.2% | +5.1% | -3.8% | +0.5% |
| 3M | +27.4% | -25.8% | +53.2% | +29.0% |
| 6M | +39.2% | -2.0% | +41.2% | +34.7% |
| YTD | +12.5% | +54.7% | -42.2% | +2.9% |
| 1Y | +12.3% | +48.8% | -36.5% | +2.8% |
| 3Y | +28.8% | +607.8% | -579.0% | -7.9% |
| 5Y | +60.9% | -52.7% | +113.6% | +47.1% |
| All | +128.1% | -65.5% | +193.6% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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