-33.9%
PTC vs TRU
-7.3%
-26.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.9% | -0.1% | -3.8% |
| 7D | -10.3% | -6.8% | -3.5% | -7.8% |
| 30D | +1.1% | 0.0% | +1.1% | +1.2% |
| 3M | +1.6% | +13.3% | -11.7% | -3.0% |
| 6M | -13.5% | +3.4% | -16.9% | -15.5% |
| YTD | -19.1% | -6.4% | -12.7% | -20.1% |
| 1Y | -33.9% | -9.7% | -24.2% | -35.5% |
| All | -33.9% | -7.3% | -26.6% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling