+236.6%
PTC vs TRU
+238.0%
-1.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.9% | -0.1% | -3.5% |
| 7D | -10.3% | -6.8% | -3.5% | -7.5% |
| 30D | +1.1% | 0.0% | +1.1% | +1.2% |
| 3M | +1.6% | +13.3% | -11.7% | -3.9% |
| 6M | -13.5% | +3.4% | -16.9% | -15.3% |
| YTD | -19.1% | -6.4% | -12.7% | -18.0% |
| 1Y | -33.9% | -9.7% | -24.2% | -32.6% |
| 3Y | -3.9% | +0.1% | -4.1% | -11.8% |
| 5Y | +6.0% | -34.0% | +40.1% | +17.5% |
| 10Y | +223.7% | +147.9% | +75.9% | +99.2% |
| All | +236.6% | +238.0% | -1.4% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling