+2.7%
PTC vs TRU
-35.2%
+37.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -4.5% |
| 7D | -12.8% | -7.2% | -5.6% | -10.3% |
| 30D | -9.8% | -2.8% | -7.0% | -8.7% |
| 3M | -2.1% | +13.0% | -15.1% | -6.4% |
| 6M | -18.1% | +0.7% | -18.8% | -18.7% |
| YTD | -23.5% | -9.0% | -14.5% | -21.8% |
| 1Y | -37.4% | -16.3% | -21.0% | -34.4% |
| 3Y | -7.2% | -1.1% | -6.2% | -11.3% |
| 5Y | +2.7% | -36.0% | +38.7% | +30.3% |
| All | +2.7% | -35.2% | +37.9% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling