+126.4%
PTC vs OUST
-68.5%
+195.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.0% | +8.7% | +0.3% |
| 7D | -0.1% | -5.0% | +4.9% | +0.1% |
| 30D | +0.8% | -32.0% | +32.9% | +3.2% |
| 3M | +39.6% | -32.4% | +71.9% | +42.4% |
| 6M | +41.5% | +6.7% | +34.8% | +35.0% |
| YTD | +11.7% | +41.0% | -29.3% | +2.9% |
| 1Y | +2.4% | +18.0% | -15.5% | -4.3% |
| 3Y | +31.9% | +560.6% | -528.7% | -5.4% |
| 5Y | +54.5% | -55.1% | +109.6% | +41.5% |
| All | +126.4% | -68.5% | +195.0% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling