+127.1%
PTC vs OUST
-65.4%
+192.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +15.7% | -15.2% | -0.5% |
| 7D | +0.1% | -0.2% | +0.3% | 0.0% |
| 30D | +1.5% | -24.0% | +25.5% | +3.2% |
| 3M | +37.8% | -29.9% | +67.7% | +40.3% |
| 6M | +41.2% | +19.1% | +22.1% | +33.8% |
| YTD | +12.0% | +55.0% | -43.0% | +2.6% |
| 1Y | +1.6% | +21.2% | -19.5% | -5.1% |
| 3Y | +32.3% | +626.0% | -593.7% | -5.7% |
| 5Y | +61.4% | -51.6% | +113.0% | +47.2% |
| All | +127.1% | -65.4% | +192.5% | +118.5% |
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