+64.1%
PTC vs OUST
-62.4%
+126.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.2% |
| 7D | -10.3% | +5.2% | -15.5% | -10.6% |
| 30D | +1.1% | -19.3% | +20.4% | +2.5% |
| 3M | +1.6% | -22.6% | +24.2% | +1.5% |
| 6M | -13.5% | +62.8% | -76.2% | -20.2% |
| YTD | -19.1% | +68.3% | -87.4% | -25.9% |
| 1Y | -33.9% | +28.5% | -62.4% | -38.7% |
| 3Y | -3.9% | +554.0% | -557.9% | -30.4% |
| 5Y | +6.0% | -56.2% | +62.3% | -1.4% |
| All | +64.1% | -62.4% | +126.5% | +57.8% |
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